Program CC's implementation of the wiener‐hopf lqg optimal control problem
Copyright policy )Program CC's implementation of the wiener‐hopf lqg optimal control problem
AbstractThe linear quadratic Gaussian (LQG) optimal control problem of single‐input‐single‐output (SISO) analogue and digital systems can be solved using Wiener‐Hopf techniques of spectral and partial factorization. A new form of the Wiener‐Hopf result is derived, followed by a description of how the solution is implemented in Program CC, a user‐friendly, command driven, computer‐aided‐control‐system‐design (CACSD) package.
Finite difference methods for boundary value problems involving PDEs, Wiener-Hopf type SISO control, Computational methods in stochastic control, Linear systems in control theory, LQG optimal control, Software, source code, etc. for problems pertaining to systems and control theory, loop transfer recovery, Toeplitz operators, Hankel operators, Wiener-Hopf operators, Optimal stochastic control, Pole and zero placement problems, computer-aided control system design
Finite difference methods for boundary value problems involving PDEs, Wiener-Hopf type SISO control, Computational methods in stochastic control, Linear systems in control theory, LQG optimal control, Software, source code, etc. for problems pertaining to systems and control theory, loop transfer recovery, Toeplitz operators, Hankel operators, Wiener-Hopf operators, Optimal stochastic control, Pole and zero placement problems, computer-aided control system design
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