Affiliation:
1. Department of Mechanical Engineering, Villanova University, Villanova, PA, USA
Abstract
In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.
Subject
Mechanical Engineering,Control and Systems Engineering
Reference23 articles.
1. Anderson BDO, Moore JB. Optimal control: linear quadratic methods. Englewood Cliffs, NJ: Prentice Hall, 1990, pp.xi, 380.
2. Linear Systems
3. Chen C-T. Linear system theory and design. 4th ed. Oxford: Oxford University Press, 2012, 400 pp.
4. Design of balanced proportional–integral–derivative controllers based on bilevel optimisation
5. Optimal output tracker using a time-weighted performance index
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Contactless multi-touch interactive technology based on adaptive filtering algorithm;Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering;2017-07-23