• DocumentCode
    2431048
  • Title

    Optimal control under restrictions on correlation coefficients of disturbances

  • Author

    Gusev, Sergei V.

  • Author_Institution
    Dept. of Math. & Mech., St. Petersburg Univ., Russia
  • Volume
    3
  • fYear
    1994
  • fDate
    29 June-1 July 1994
  • Firstpage
    3188
  • Abstract
    The optimal control problem for a SISO linear discrete-time plant is considered. It is assumed that a convex restriction on correlation coefficients of disturbances is given. The optimal regulator to solve the problem considered is constructed. This regulator is intermediate between H∞ and H2 optimal regulators. As a result of the problem solution the generalizations of Caratheodory-Fejer and Nevanlinna-Pick theorems are obtained.
  • Keywords
    discrete time systems; linear systems; optimal control; Caratheodory-Fejer theorem; H∞ optimal regulators; H2 optimal regulators; Nevanlinna-Pick theorem; SISO linear discrete-time plant; convex restriction; correlation coefficient; disturbances; optimal control; Cost function; Ear; Feedback; Filtering; Hydrogen; Mathematics; Optimal control; Regulators; Robustness; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1994
  • Print_ISBN
    0-7803-1783-1
  • Type

    conf

  • DOI
    10.1109/ACC.1994.735161
  • Filename
    735161
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2431048