Abstract

We review the popular Linear Gaussian Quadratic (LQG) controller design for DPS and its shortcomings. In particular, its applicability is essentially restricted to exponentially stabilizable and detectable DPS with finite-rank bounded input and output operators. As an alternative, we propose a new practical control design that is applicable to DPS with unbounded, finite-rank input and output operators, provided that the generator has finitely many unstable eigenvalues and satisfies the spectrum determined growth assumption.

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