论文信息 - An LQR weight selection approach to the discrete generalized H2 control problem

An LQR weight selection approach to the discrete generalized H2 control problem

It is known that a generalized H2(GH2) controller for a continuous-time system takes the form of a conventional Kalman filter together with a state feedback control law, and that the feedback gains can be determined using convex programming. In this paper the discrete-time version of the GH2 control problem and the related convex programmes involving weight selection in a full information LQR problem are considered.

D. Wilson | G. Halikias | M. Nekoui | D. Wilson

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