Abstract
A matrix-fraction solution to the discrete-time LQ stochastic tracking and servo problems is presented for a general system configuration. It is shown that the separation property between feedback and feedforward actions recently proved for a two degree-of-freedom optimal LQ stochastic controller also holds true for the general configuration here considered. Further, this separation property can be suitably extended, when a linear control law is assumed, to the minimax LQ stochastic tracking and servo problems
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This work was partially supported by the Italian MURST and CNR.
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References
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© 1991 Springer Science+Business Media New York
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Casavola, A., Mosca, E. (1991). Joint H 2/H ∞ LQ Stochastic Tracking and Servo Problems. In: New Trends in Systems Theory. Progress in Systems and Control Theory, vol 7. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0439-8_23
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DOI: https://doi.org/10.1007/978-1-4612-0439-8_23
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6760-7
Online ISBN: 978-1-4612-0439-8
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