DocumentCode
702065
Title
Singular structure convergence for linear quadratic problems
Author
Yuz, Juan ; Goodwin, Graham ; Feuer, Arie ; De Dona, Jose
Author_Institution
School of Electrical Engineering, The University of Newcastle, Callaghan NSW 2308, Australia.
fYear
2003
fDate
1-4 Sept. 2003
Firstpage
1561
Lastpage
1566
Abstract
This paper considers the singular structure for sampled data LQ problems of continuous linear systems, and the asymptotic behaviour when the sampling rate is increased. We show that there is a natural convergence between the finite set of singular values of the discrete time problem, and the (infinite) countable set in continuous time.
Keywords
Continuous time systems; Convergence; Cost function; Eigenvalues and eigenfunctions; Mathematical model; Periodic structures; Riccati equations; LQR; convergence; fast sampling; sampled models; singular values;
fLanguage
English
Publisher
ieee
Conference_Titel
European Control Conference (ECC), 2003
Conference_Location
Cambridge, UK
Print_ISBN
978-3-9524173-7-9
Type
conf
Filename
7085184
Link To Document