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|Title:||Optimal linear-quadratic-Gaussian control for discrete-time linear systems with white and time-correlated measurement Noises|
|Citation:||Optimal Control Applications and Methods, 2021; :1-20|
|Wei Liu, Peng Shi, Xiangpeng Xie, Dong Yue, Shumin Fei|
|Abstract:||This article is concerned with the optimal linear-quadratic-Gaussian control problem for discrete-time linear systems corrupted by white and time-correlated measurement noises. First, an optimal predictor for the system under consideration is proposed. Then, an optimal controller is designed, which minimizes an expected loss by a control strategy where the control is a function of measurement sequence. The novelty of this article is that a new sequence instead of the original measurement sequence is used to obtain the optimal control scheme where the element in the new sequence is derived from measurement differencing. A verification example is given to illustrate the effectiveness of the developed new design method.|
|Keywords:||Linear-quadratic-Gaussian; optimal control; time-correlated noise|
|Description:||First published: 06 May 2021 OnlinePubl|
|Rights:||© 2021 John Wiley & Sons Ltd.|
|Appears in Collections:||Mathematical Sciences publications|
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