This paper addresses the H2 optimal decoupling of previewed inputs. In particular, the synthesis of a decoupling filter exploiting the preview is carried out by recasting the problem as a single finite-horizon LQ regulator, with a generalized quadratic terminal cost. The present approach is based on a computationally attractive parametrization of the solutions of the associated Hamiltonian differential equation, and can also be applied for the solution of the dual problem, the H2 optimal fixed-lag smoothing problem.
A Ferrante, G. Marro, L. Ntogramatzidis (2007). A Hamiltonian approach to the H2 decoupling of previewed input signals. SAINT-MARTIN D'HÈRES : European Union Control Association.
A Hamiltonian approach to the H2 decoupling of previewed input signals
MARRO, GIOVANNI;NTOGRAMATZIDIS, LORENZO
2007
Abstract
This paper addresses the H2 optimal decoupling of previewed inputs. In particular, the synthesis of a decoupling filter exploiting the preview is carried out by recasting the problem as a single finite-horizon LQ regulator, with a generalized quadratic terminal cost. The present approach is based on a computationally attractive parametrization of the solutions of the associated Hamiltonian differential equation, and can also be applied for the solution of the dual problem, the H2 optimal fixed-lag smoothing problem.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.