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Program CC's implementation of the wiener‐hopf lqg optimal control problem
Author(s) -
Thompson Peter M.
Publication year - 1987
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660080106
Subject(s) - linear quadratic gaussian control , optimal projection equations , linear quadratic regulator , spectral theorem , control theory (sociology) , factorization , optimal control , mathematics , control (management) , mathematical optimization , computer science , control engineering , algorithm , engineering , discrete mathematics , artificial intelligence , operator theory
The linear quadratic Gaussian (LQG) optimal control problem of single‐input‐single‐output (SISO) analogue and digital systems can be solved using Wiener‐Hopf techniques of spectral and partial factorization. A new form of the Wiener‐Hopf result is derived, followed by a description of how the solution is implemented in Program CC, a user‐friendly, command driven, computer‐aided‐control‐system‐design (CACSD) package.