An LQR weight selection approach to the discrete generalized H-2 control problem

摘要

It is known that a generalized H-2(GH(2)) 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. [References: 12]