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Closed-loop balanced realizations of LTI discrete-time systems

โœ Scribed by L. Fortuna; G. Muscato; G. Nunnari

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
624 KB
Volume
330
Category
Article
ISSN
0016-0032

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โœฆ Synopsis

The problem of closed-loop baIancing discrete LTI models is addressed. It is shown that results similar to those known for the continuous case can be extended to the discrete case. A new cross-Riccati equation is introduced which allows the direct balancing of MIMO symmetric discrete systems avoiding the solution of the two traditional Riccati equations for KaImanJiItering and LQG control. Moreover, some suitable properties of such a cross-Riccati equation are shown. Finally, a method for obtaining discrete approximated models, based on the introduced equation, which appears to be suitable for approximating LQG controllers, is shown.

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