Optimal linear-quadratic-Gaussian control for discrete-time linear systems with white and time-correlated measurement Noises
Date
2021
Authors
Liu, W.
Shi, P.
Xie, X.
Yue, D.
Fei, S.
Editors
Advisors
Journal Title
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Volume Title
Type:
Journal article
Citation
Optimal Control Applications and Methods, 2021; 42(5):1467-1486
Statement of Responsibility
Wei Liu, Peng Shi, Xiangpeng Xie, Dong Yue, Shumin Fei
Conference Name
DOI
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.
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Dissertation Note
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Description
First published: 06 May 2021
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© 2021 John Wiley & Sons Ltd.