Abstract
In this chapter we study the LQR, LQG and H∞ control for continuous-time systems with multiple i/o delays. Similar to the discrete-time case in Chapter 6, we shall establish a duality between the LQR and a smoothing estimation for an associated backward stochastic system without delay. The duality allows us to give a simple solution to the LQR problem with elementary tools such as projections. We then establish a separation principle and solve the LQG control for systems with multiple i/o delays. Finally the H∞ full-information control with input delays is also solved.
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© 2007 Springer-Verlag Berlin Heidelberg
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(2007). Optimal and H∞ Control of Continuous-Time Systems with Input/Output Delays. In: Control and Estimation of Systems with Input/Output Delays. Lecture Notes in Control and Information Sciences, vol 355. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71119-3_8
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DOI: https://doi.org/10.1007/978-3-540-71119-3_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71118-6
Online ISBN: 978-3-540-71119-3
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