论文标题
折现成本线性二次高斯对描述符系统的控制
Discounted Cost Linear Quadratic Gaussian Control for Descriptor Systems
论文作者
论文摘要
我们考虑了无限时间范围内描述符系统的折扣成本功能的线性二次高斯控制问题。根据确定性框架的最新结果，我们使用线性矩阵不等式表征了此问题的可行性。特别是，与文献中的标准方法相比，得出了最佳控制的存在和独特性的条件。我们进一步表明，对于随机问题，最佳控制是根据lur'e方程的稳定解决方案给出的，该方程概括了代数riccati方程。
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of this problem using a linear matrix inequality. In particular, conditions for existence and uniqueness of optimal controls are derived, which are weaker compared to the standard approaches in the literature. We further show that also for the stochastic problem, the optimal control is given in terms of the stabilizing solution of the Lur'e equation, which generalizes the algebraic Riccati equation.
