非標準特異摂動システムにおけるLinear-Quadratic-Gaussian (LQG)問題のための再帰的アルゴリズム
電気学会論文誌. C, 電子・情報・システム部門誌 : The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society Volume 116 Issue 12
Page 1382-1389
published_at 1996-11-20
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| File | |
| Title ( jpn ) |
非標準特異摂動システムにおけるLinear-Quadratic-Gaussian (LQG)問題のための再帰的アルゴリズム
|
| Title ( eng ) |
The recursive algorithm of linear quadratic Gaussian (LQG) problems for nonstandard singularly perturbed systems
|
| Creator |
Mizukami Koichi
|
| Source Title |
電気学会論文誌. C, 電子・情報・システム部門誌 : The transactions of the Institute of Electrical Engineers of Japan. C, A publication of Electronics, Information and System Society
|
| Volume | 116 |
| Issue | 12 |
| Start Page | 1382 |
| End Page | 1389 |
| Abstract |
This paper considers the Linear-Quadratic-Gaussian (LQG) problem for nonstandard singularly perturbed systems making use of the recursive technique. In order to obtain the optimal control law, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(ε). The existence of a bounded solution of error term can be proved by the implicit function theorem. As a result, the solution of LQG problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(εk).
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| Keywords |
非標準特異摂動システム
LQG問題
一般化リカッチ方程式
再帰的アルゴリズム
陰関数定理
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| NDC |
Electrical engineering [ 540 ]
|
| Language |
jpn
|
| Resource Type | journal article |
| Publisher |
電気学会
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| Date of Issued | 1996-11-20 |
| Rights |
Copyright (c) 1996 電気学会
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| Publish Type | Version of Record |
| Access Rights | open access |
| Source Identifier |
[ISSN] 0385-4221
[NCID] AN10065950
[URI] http://www.iee.or.jp/
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