Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
707699 | European Journal of Control | 2013 | 13 Pages |
Abstract
The paper considers the sampled-data control problem for multivariable continuous LTI processes when colored stationary stochastic disturbances act on their inputs. The design problem is to find a causal stabilizing controller, which ensures the minimal value of the mean output variance. Based on the parametric transfer matrix (PTM) concept, a constructive polynomial solution of that design problem is provided. A number of general properties of the optimal system is derived, which are important for practical applications. In particular, the existence of fixed poles is shown. A consequence of this fact is a principal performance limitation of the H2H2 optimal control loop.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
B.P. Lampe, E.N. Rosenwasser,