1991•International Journal of Robust and Nonlinear ControlRequires access

Combined ℋ ∞ /LQG control via the optimal projection equations: On minimizing the LQG cost bound

Denis Mustafa

Abstract

Abstract The Optimal Projection equations for combined ℋ︁ ∞ /LQG control are considered. Positive semidefiniteness of the associated Lagrange multiplier is shown to be necessary for the LQG cost bound to be minimal. It follows that all four Optimal Projection equations have a role to play, even in the full‐order case.

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Key concepts: Optimal projection equations, Linear-quadratic-Gaussian control, Lagrange multiplier, Optimal control, Projection (relational algebra), Control theory (sociology), Mathematics, Multiplier (economics)