Singular optimal control system designed by generalized singular linear exponential quadratic Gaussian performance index

摘要

In this paper we originally develop a generalized linear exponential quadratic Gaussian technique to design singular optimal control systems. The proposed method is successfully applied for an autopilot design of high performance bank-to-turn missile. Finally compared with the generalized singular linear quadratic Gaussian method, the numerical simulations present the results and demonstrate the benefits of the proposed method.