Necessary and sufficient conditions under which a discrete time H2-optimal control has a unique solution

Ben M. Chen; Ali Saberi; Yacov Shamash

Necessary and sufficient conditions under which a discrete time H₂-optimal control has a unique solution

Ben M. Chen
, Ali Saberi
, Yacov Shamash

Electrical Engineering

National University of Singapore

Research output: Contribution to journal › Conference article › peer-review

3 Scopus citations

Abstract

A set of necessary and sufficient conditions under which a general discrete time H₂-optimal control problem has a unique solution is derived. It is shown that the solution for a discrete time H₂-optimal control problem, if it exists, is unique if and only if (i) the transfer function from the control input to the controlled output is left invertible, and (ii) the transfer function from the disturbance to the measurement output is right invertible.

Original language	English
Pages (from-to)	805-810
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	1
State	Published - 1993
Event	Proceedings of the 32nd Conference on Decision and Control - San Antonio, TX, USA Duration: Dec 15 1993 → Dec 15 1993

Cite this

@article{941528591d7a4ebaacd4b62b5864db02,

title = "Necessary and sufficient conditions under which a discrete time H2-optimal control has a unique solution",

abstract = "A set of necessary and sufficient conditions under which a general discrete time H2-optimal control problem has a unique solution is derived. It is shown that the solution for a discrete time H2-optimal control problem, if it exists, is unique if and only if (i) the transfer function from the control input to the controlled output is left invertible, and (ii) the transfer function from the disturbance to the measurement output is right invertible.",

author = "Chen, \{Ben M.\} and Ali Saberi and Yacov Shamash",

year = "1993",

language = "English",

volume = "1",

pages = "805--810",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

note = "Proceedings of the 32nd Conference on Decision and Control ; Conference date: 15-12-1993 Through 15-12-1993",

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TY - JOUR

T1 - Necessary and sufficient conditions under which a discrete time H2-optimal control has a unique solution

AU - Chen, Ben M.

AU - Saberi, Ali

AU - Shamash, Yacov

PY - 1993

Y1 - 1993

N2 - A set of necessary and sufficient conditions under which a general discrete time H2-optimal control problem has a unique solution is derived. It is shown that the solution for a discrete time H2-optimal control problem, if it exists, is unique if and only if (i) the transfer function from the control input to the controlled output is left invertible, and (ii) the transfer function from the disturbance to the measurement output is right invertible.

AB - A set of necessary and sufficient conditions under which a general discrete time H2-optimal control problem has a unique solution is derived. It is shown that the solution for a discrete time H2-optimal control problem, if it exists, is unique if and only if (i) the transfer function from the control input to the controlled output is left invertible, and (ii) the transfer function from the disturbance to the measurement output is right invertible.

UR - https://www.scopus.com/pages/publications/0027734498

M3 - Conference article

AN - SCOPUS:0027734498

SN - 0191-2216

VL - 1

SP - 805

EP - 810

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - Proceedings of the 32nd Conference on Decision and Control

Y2 - 15 December 1993 through 15 December 1993

ER -

Necessary and sufficient conditions under which a discrete time H₂-optimal control has a unique solution

Abstract

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