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Optimal linear-quadratic control: From matrix equations to linear matrix inequalities

✍ Scribed by D. V. Balandin; M. M. Kogan


Book ID
110153487
Publisher
SP MAIK Nauka/Interperiodica
Year
2011
Tongue
English
Weight
252 KB
Volume
72
Category
Article
ISSN
0005-1179

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Solutions to the optimal H∞ and L2 -L∞ unbiased reduced-order ÿltering problems are obtained in terms of linear matrix inequalities (LMIs). The order of the optimal ÿlter is equal to the number of measurements. Both continuous-and discretetime results are presented. An explicit parametrization of al