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Relations between frequency‐dependent control and state weighting in LQG problems

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dc.contributor.authorAnderson, B. D.O.en
dc.contributor.authorMoore, J. B.en
dc.contributor.authorMingori, D. L.en
dc.date.accessioned2026-01-02T12:41:36Z
dc.date.available2026-01-02T12:41:36Z
dc.date.issued1987en
dc.description.abstractThis paper considers the relation between controller designs for the same linear system achieved with two different quadratic performance indices. These indices differ only to the extent that one has frequency weighting on the control whereas the other has the inverse frequency weighting on the state. The feedback controllers are constructed by augmenting the given plant and by solving a modified LQG problem for the augmented system. The main result is that whereas the optimal controls as time functions can be the same, the optimal controllers are different. Filtering results are also obtained.en
dc.description.statusPeer-revieweden
dc.format.extent19en
dc.identifier.issn0143-2087en
dc.identifier.otherORCID:/0000-0002-1493-4774/work/174739646en
dc.identifier.scopus0023326691en
dc.identifier.urihttps://hdl.handle.net/1885/733802730
dc.language.isoenen
dc.sourceOptimal Control Applications and Methodsen
dc.subjectFrequency‐shaped cost functionalsen
dc.subjectLinear‐quadratic controller designen
dc.subjectOptimal filteringen
dc.subjectRobust designen
dc.subjectState and control frequency weightingen
dc.titleRelations between frequency‐dependent control and state weighting in LQG problemsen
dc.typeJournal articleen
dspace.entity.typePublicationen
local.bibliographicCitation.lastpage127en
local.bibliographicCitation.startpage109en
local.contributor.affiliationAnderson, B. D.O.; School of Engineering, ANU College of Systems and Society, The Australian National Universityen
local.contributor.affiliationMoore, J. B.; The Australian National Universityen
local.contributor.affiliationMingori, D. L.; University of California at Los Angelesen
local.identifier.citationvolume8en
local.identifier.doi10.1002/oca.4660080202en
local.identifier.pure9cb44a0a-8506-4003-8d34-eac80c5695a1en
local.identifier.urlhttps://www.scopus.com/pages/publications/0023326691en
local.type.statusPublisheden

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