Abstract
Time invariant discrete time LQG control can either be designed in the time domain or in the frequency domain using standard software. There arize, however, problems in the frequency domain solution of the LQG problem, when the parametrizing polynomial matrix resulting from the spectral factorization process contains zeros at z = 0 which have to be removed. This contribution presents an extraction algorithm which does not destroy the optimal structure of the factorization result. Also addressed are problems in the time domain solution for reduced order Kalman filters.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
