Title :
H∞ preview control and fixed-lag smoothing II: fixed size ARE solutions in discrete-time systems
Author :
Tadmor, Gilead ; Mirkin, Leonid
Author_Institution :
Dept. of Electr. & Comput. Eng., Northeastern Univ., Boston, MA, USA
Abstract :
H∞ preview control and fixed-lag smoothing problems are solved in general discrete time linear systems, via a reduction to an equivalent open loop differential games. To prevent high order Riccati equations, found in some solutions, the state of the Hamilton-Jacobi system (HJS) resides in a quotient space of an auxiliary extended state space system. The dimension of that auxiliary space is equal to the state space dimension of the original system (ignoring the delay).
Keywords :
H∞ control; discrete time systems; linear systems; predictive control; smoothing methods; state-space methods; H∞ preview control; Hamilton-Jacobi system; auxiliary extended state space system; discrete-time systems; fixed size ARE solutions; fixed-lag smoothing; linear systems; open loop differential games; Control systems; Cost function; Delay estimation; Delay systems; Filtering; Open loop systems; Riccati equations; Size control; Smoothing methods; State-space methods;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272403
