Title :
An invariant parameter in linear estimation and control
Author :
Desai, Uday B. ; Pal, Debajyoti ; Hsu, Chn Shung
Author_Institution :
Washington State University, Pullman, WA, USA
fDate :
3/1/1984 12:00:00 AM
Abstract :
An invariant parameter for the joint observer-controller design, the forward and backward Kalman-Bucy (KB) filter, and the LQG control problem is obtained. Next the balancedness in balanced realizations is interpreted from the invariant parameter viewpoint. It is shown that in general a balanced realization does not lead to a balanced observer-controller design. Also the concept of continuous-time balanced stochastic realization is developed.
Keywords :
Kalman filtering, linear systems; Linear quadratic Gaussian (LQG) control; Minimal realizations; Observers, linear systems; Control systems; Feedback; Filtering; Filters; Linear systems; Parameter estimation; Polynomials; Stochastic processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103501
