Abstract
In this paper we discuss the standard LQG control problem for linear, finite-dimensional time-invariant systems without any assumptions on the system parameters. We give an explicit formula for the infimum over all internally stabilizing strictly proper compensators and give a characterization when the infimum is attained.
Keywords: LQG control, algebraic lliccati equation, linear matrix inequality.
| Original language | English |
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| Place of Publication | Eindhoven |
| Publisher | Technische Universiteit Eindhoven |
| Number of pages | 16 |
| Publication status | Published - 1990 |
Publication series
| Name | Memorandum COSOR |
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| Volume | 9043 |
| ISSN (Print) | 0926-4493 |