Topic

# Linear-quadratic-Gaussian control

About: Linear-quadratic-Gaussian control is a(n) research topic. Over the lifetime, 12296 publication(s) have been published within this topic receiving 291529 citation(s).

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01 Jan 1994-

Abstract: Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

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10,744 citations

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David Q. Mayne

^{1}, James B. Rawlings^{2}, Christopher V. Rao^{2}, P. O. M. Scokaert^{3}•Institutions (3)TL;DR: This review focuses on model predictive control of constrained systems, both linear and nonlinear, and distill from an extensive literature essential principles that ensure stability to present a concise characterization of most of the model predictive controllers that have been proposed in the literature.

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Abstract: Model predictive control is a form of control in which the current control action is obtained by solving, at each sampling instant, a finite horizon open-loop optimal control problem, using the current state of the plant as the initial state; the optimization yields an optimal control sequence and the first control in this sequence is applied to the plant. An important advantage of this type of control is its ability to cope with hard constraints on controls and states. It has, therefore, been widely applied in petro-chemical and related industries where satisfaction of constraints is particularly important because efficiency demands operating points on or close to the boundary of the set of admissible states and controls. In this review, we focus on model predictive control of constrained systems, both linear and nonlinear and discuss only briefly model predictive control of unconstrained nonlinear and/or time-varying systems. We concentrate our attention on research dealing with stability and optimality; in these areas the subject has developed, in our opinion, to a stage where it has achieved sufficient maturity to warrant the active interest of researchers in nonlinear control. We distill from an extensive literature essential principles that ensure stability and use these to present a concise characterization of most of the model predictive controllers that have been proposed in the literature. In some cases the finite horizon optimal control problem solved on-line is exactly equivalent to the same problem with an infinite horizon; in other cases it is equivalent to a modified infinite horizon optimal control problem. In both situations, known advantages of infinite horizon optimal control accrue.

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7,336 citations

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17 Aug 1995-

Abstract: This paper will very briefly review the history of the relationship between modern optimal control and robust control. The latter is commonly viewed as having arisen in reaction to certain perceived inadequacies of the former. More recently, the distinction has effectively disappeared. Once-controversial notions of robust control have become thoroughly mainstream, and optimal control methods permeate robust control theory. This has been especially true in H-infinity theory, the primary focus of this paper.

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6,941 citations

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Abstract: Simple state-space formulas are derived for all controllers solving the following standard H/sub infinity / problem: For a given number gamma >0, find all controllers such that the H/sub infinity / norm of the closed-loop transfer function is (strictly) less than gamma . It is known that a controller exists if and only if the unique stabilizing solutions to two algebraic Riccati equations are positive definite and the spectral radius of their product is less than gamma /sup 2/. Under these conditions, a parameterization of all controllers solving the problem is given as a linear fractional transformation (LFT) on a contractive, stable, free parameter. The state dimension of the coefficient matrix for the LFT, constructed using the two Riccati solutions, equals that of the plant and has a separation structure reminiscent of classical LQG (i.e. H/sub 2/) theory. This paper is intended to be of tutorial value, so a standard H/sub 2/ solution is developed in parallel. >

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5,130 citations