Abstract
In this chapter the LQG problem is solved for discrete-time systems in the time and in the frequency domains (see, e.g., [41]). The solution of the discrete-time linear quadratic regulator (LQR) problem is very similar to its continuoustime counterpart. The discrete-time AREs for solving the LQR problem are rather different when compared to the algebraic Riccati equations of the continuous-time case. In the frequency domain, however, the design equations for solving the LQR problem in continuous time and discrete time nearly coincide.
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© 2009 Springer London
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(2009). Optimal Control and Estimation for Discrete-time Systems. In: Design of Observer-based Compensators. Springer, London. https://doi.org/10.1007/978-1-84882-537-6_11
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DOI: https://doi.org/10.1007/978-1-84882-537-6_11
Publisher Name: Springer, London
Print ISBN: 978-1-84882-536-9
Online ISBN: 978-1-84882-537-6
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