Minimum-variance fixed-form compensation of linear systemsThe problem of determining the linear time-invariant compensator of a specified dimension which minimizes the asymptotic expected value of a quadratic form in the state variables of a linear stochastic system of arbitrary order, is considered. It is shown that under appropriate assumptions, the solution of this problem can be interpreted as a minimum-order observer-based or dual observer-based compensator for an optimally aggregated model of the plant.
Document ID
19790063970
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Johnson, T. L. (MIT Cambridge, Mass., United States)