• DocumentCode
    844523
  • 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
  • Volume
    29
  • Issue
    3
  • fYear
    1984
  • fDate
    3/1/1984 12:00:00 AM
  • Firstpage
    269
  • Lastpage
    271
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103501
  • Filename
    1103501
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=844523