Observations-weighted controllers for linear stochastic systems using a dual criterion: The multivariable case

Watanabe, Keigo; Tzafestas Spyros, G

dc.contributor.author	Watanabe, Keigo	en
dc.contributor.author	Tzafestas Spyros, G	en
dc.date.accessioned	2014-03-01T01:07:12Z
dc.date.available	2014-03-01T01:07:12Z
dc.date.issued	1988	en
dc.identifier.issn	0020-7179	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/9855
dc.relation.uri	http://www.scopus.com/inward/record.url?eid=2-s2.0-0024108613&partnerID=40&md5=a0eeeff54e8eabb0d1f72b784ffcac9d	en
dc.subject.classification	Automation & Control Systems	en
dc.subject.other	Control Systems, Discrete Time	en
dc.subject.other	Control Systems, Linear	en
dc.subject.other	Control Systems, Multivariable	en
dc.subject.other	Mathematical Techniques	en
dc.subject.other	Noise, Spurious Signal	en
dc.subject.other	Linear Stochastic Systems	en
dc.subject.other	Non-Minimum-Phase Plants	en
dc.subject.other	Observations-Weighted Controllers	en
dc.subject.other	Control Systems, Stochastic	en
dc.title	Observations-weighted controllers for linear stochastic systems using a dual criterion: The multivariable case	en
heal.type	journalArticle	en
heal.language	English	en
heal.publicationDate	1988	en
heal.abstract	The solution of a dual criterion observations-weighted control problem is obtained, using the polynomial equation approach, for linear, stochastic, multivariable, discrete-time systems. The system model involves input disturbance, and reference and colored measurement noise signals. The dual criterion includes the sensitivity functions in addition to the usual observations-weighted cost function. It is shown that the observations-weighted controller guarantees the internal stability of the closed-loop system, even in a tight control for non-minimum-phase plants, whenever the sensitivity and/or complementary sensitivity weighting matrices are non-zero. The controller is also effective for improving the robustness of the usual observations-weighted controller, but has comparable computation loads to the dual criterion linear quadratic gaussian (LQG) controller in a general situation.	en
heal.publisher	TAYLOR & FRANCIS LTD	en
heal.journalName	International Journal of Control	en
dc.identifier.isi	ISI:A1988R626500011	en
dc.identifier.volume	48	en
dc.identifier.issue	5	en
dc.identifier.spage	1897	en
dc.identifier.epage	1913	en