Abstract

By employing the properties of centered realizations, we devise a modified version of the dual Riccati equation approach to optimal <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> control for differential-algebraic systems that is guaranteed to be more computationally efficient and numerically accurate than other methods from literature. Moreover, we show that if the optimal controller has an improper transfer function matrix, then all controllers which ensure a finite <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> norm will share this property.

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