Statistical spectral analysis: a nonprobabilistic theory
Statistical spectral analysis: a nonprobabilistic theory
System identification: theory for the user
System identification: theory for the user
Linear controller design: limits of performance
Linear controller design: limits of performance
A bicriteria stationary LQ control problem
Automatica (Journal of IFAC)
Bounded Power Signal Spaces for Robust Control and Modeling
SIAM Journal on Control and Optimization
Linear-Quadratic Control: An Introduction
Linear-Quadratic Control: An Introduction
| Hi-index | 22.14 |
Infinite-horizon linear quadratic control is re-examined and generalized to include a class of non-stationary disturbances. This revision is achieved by defining a generalized infinite-horizon linear quadratic control problem using a flexible functional analytic signal description. Specifically, an instantaneous linear quadratic output feedback problem is considered in this way. It is shown that the solution to the generalized linear quadratic problem is equivalent to the solution of the corresponding standard linear quadratic problem with disturbance and noise covariance matrices having in the generalized problem a different, more general, meaning than in the standard problem. In the generalized problem these covariance matrices are majorizing matrices that have a precise meaning even in the non-stationary signal case. This result justifies in a nice way the wide practice of interpreting the disturbance and noise covariance matrices in linear quadratic control as design variables.