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Combined ℋ︁ ∞ /LQG control via the optimal projection equations: On minimizing the LQG cost bound
Author(s) -
Mustafa Denis
Publication year - 1991
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.4590010205
Subject(s) - optimal projection equations , linear quadratic gaussian control , lagrange multiplier , optimal control , projection (relational algebra) , control theory (sociology) , mathematics , multiplier (economics) , projection method , mathematical optimization , control (management) , computer science , dykstra's projection algorithm , algorithm , artificial intelligence , economics , macroeconomics
The Optimal Projection equations for combined ℋ ∞ /LQG control are considered. Positive semidefiniteness of the associated Lagrange multiplier is shown to be necessary for the LQG cost bound to be minimal. It follows that all four Optimal Projection equations have a role to play, even in the full‐order case.