A general transfer function approach to linear stationary filtering and steady-state optimal control problems
作者:
U. SHAKED,
期刊:
International Journal of Control
(Taylor Available online 1976)
卷期:
Volume 24,
issue 6
页码: 741-770
ISSN:0020-7179
年代: 1976
DOI:10.1080/00207177608932860
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The transfer-function form of the stationary algebraic Riccati equation is investigated. A generalized spectral factorization technique that copes with unstable systems is introduced. This factorization is used to provide an efficient way of solving the Riccati equation and to establish the exact equivalence between the time domain and the transfer-function approaches to the linear stationary filtering and the deterministic optimal control problems. The proposed method is easily extended to cope, in the filtering problem, with coloured signals and the superiority of its computational method for systems having a small number of inputs and outputs is demonstrated. Finally, an application of the transfer-function approach in determining the class of all systems that share the same optimal solution is introduced.
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