Abstract
A solution is derived to the two-degree-of-freedom H-minimization problem that arises in the design of multivariable optimal continuous-time stochastic control systems. A decoupling approach is applied, which enables a partially independent design of the prefilter and the feedback controller and yields a simple solution to the optimization problem. This solution is obtained by transforming the optimization problem into two standard form (“four-block”) problems.
Original language | English |
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Pages (from-to) | 1272-1276 |
Number of pages | 5 |
Journal | IEEE Transactions on Automatic Control |
Volume | 36 |
Issue number | 11 |
DOIs | |
State | Published - Nov 1991 |