Title :
LQG/LTR methods for linear systems with delay in state
Author :
Kwon, Wook Hyun ; Lee, Sang Jeong
Author_Institution :
Dept. of Control & Instrum. Eng., Seoul Nat. Univ., South Korea
fDate :
7/1/1988 12:00:00 AM
Abstract :
The LQG/LTR (linear quadratic Gaussian/loop transfer recovery) method is discussed, along with related frequency-domain properties for linear systems with delay in state. Based on the frequency-domain inequality and a robust stability condition, the guaranteed stability margin of LQ regulators and the guaranteed nondivergence margin of Kalman filters are obtained. To improve the robustness of LQG regulators, the asymptotic property of the filter gain is investigated and a loop-transfer recovery procedure is suggested with an illustration
Keywords :
Kalman filters; delays; frequency-domain analysis; linear systems; optimal control; stability; Kalman filters; LQG regulators; delay; filter gain; frequency-domain inequality; linear quadratic Gaussian; linear systems; loop transfer recovery; robustness; stability; Convolution; Delay lines; Delay systems; Feedback; Filters; Linear systems; Regulators; Riccati equations; Robust control; Robust stability;
Journal_Title :
Automatic Control, IEEE Transactions on
