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Minimal Optimal Reduced-Order Compensators for Time-Varying Discrete-Time Systems

机译:时变离散时间系统的最小最优降阶补偿器

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Using the minimality property of finite horizon time-varying compensators,established in this paper, necessary conditions for the solution of the finite horizon optimal reduced-order compensation problem for time-varying discrete-time systems are presented. They constitute a two point boundary value problem, specified in terms of the problem parameters, involving four coupled matrix difference equations. These equations are a generalization and strengthening of the optimal projection equations for steady-state LQG compensation of time-invariant discrete-time systems and are suitable for the development of numerical algorithms. Time-varying dimensions of the system state, the input and the output and also of the compensator state are allowed. Even if the LQG problem parameters and dimensions are time-invariant, the minimal optimal compensator will have time-varying dimensions in general.

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