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.
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;
Conference_Titel :
European Control Conference (ECC), 2003
Conference_Location :
Cambridge, UK
Print_ISBN :
978-3-9524173-7-9
