Discrete-Time H2-Optimal Control

  • Tongwen Chen
  • Bruce Allen Francis
Part of the Communications and Control Engineering Series book series (CCE)

Abstract

This chapter gives a state-space approach to a discrete-time H2-optimal control problem. This problem concerns the standard setup: The input ω is standard white noise—zero mean, unit covariance matrix. The problem is to design a K that stabilizes G and minimizes the root-mean-square value of ζ; equivalently, the problem is to minimize the H2(D)-norm of the transfer matrix from ω to ζ.

Keywords

Covariance Settling 

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Copyright information

© Springer-Verlag London Limited 1995

Authors and Affiliations

  • Tongwen Chen
    • 1
  • Bruce Allen Francis
    • 2
  1. 1.Department of Electrical and Computer EngineeringUniversity of CalgaryCalgaryCanada
  2. 2.Department of Electrical and Computer EngineeringUniversity of TorontoTorontoCanada

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