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Journal of Optimization Theory and Applications

, Volume 58, Issue 3, pp 387–409 | Cite as

Optimal projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise

  • D. S. Bernstein
  • D. C. Hyland
Contributed Papers

Abstract

The optimal projection equations for quadratically optimal reduced-order modelling, estimation, and control are generalized to include the effects of state, control, and measurement dependent noise.

Key Words

Feedback control robust control fixed-order compensation optimal control 

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Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • D. S. Bernstein
    • 1
  • D. C. Hyland
    • 1
  1. 1.Controls Analysis and Synthesis Group, Government Aerospace Systems DivisionHarris CorporationMelbourne

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