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Necessary and sufficient conditions for global optimality for linear discrete time systems

โœ Scribed by N.S. Rousan

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
198 KB
Volume
29
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

discrete time systems. Necessary and sufficient globally optimal conditions, in the form of a matrix equation and a matrix inequality, are presented for the existence of the optimal constant output feedback gain of discrete time invariant system. Furthermore, it is shown that if the optimal output gain L o exists, it must satisfy LoC o = Ko where K o is the optimal state feedback gain. An example is given to show that a globally optimal output law may not be found even if the system is stabilizable by output feedback (i.e. 9~(Kor)~(Cr)). These results shed some light on the fundamental issues of output feedback and justify suboptimal solutions.

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