NDLI: New method for optimal control and filtering of weakly coupled linear discrete stochastic systems

Content Provider	IEEE Xplore Digital Library
Author	Aganovic, Z. Gajic, Z. Shen, X.
Copyright Year	1994
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Rutgers Univ., Piscataway, NJ, USA (Aganovic, Z.; Gajic, Z.)
Abstract	In this paper the algebraic regulator and filter Riccati equations of weakly coupled discrete-time stochastic linear control systems are completely and exactly decomposed into reduced-order continuous-time algebraic Riccati equations corresponding to the subsystems. That is the exact solution of the global discrete algebraic Riccati equation is found in terms of the reduced-order subsystem nonsymmetric continuous-time algebraic Riccati equations. In addition, the optimal global Kalman filter is decomposed into local optimal filters both driven by the system measurements and the system optimal control inputs. As a result, the optimal linear-quadratic Gaussian control problem for weakly coupled linear discrete systems takes the complete decomposition and parallelism between subsystem filters and controllers.<>
Starting Page	1
Ending Page	6
File Size	466242
Page Count	6
File Format	PDF
ISBN	0780319680
DOI	10.1109/CDC.1994.411056
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1994-12-14
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Optimal control Nonlinear filters Filtering Stochastic systems Riccati equations Control systems Regulators Communication system control Eigenvalues and eigenfunctions Parallel processing
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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