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Program CC's implementation of the wiener-hopf lqg optimal control problem
The linear quadratic Gaussian (LQG) optimal control problem of single-input-single-output (SISO) analogue and digital systems can be solved using Wiener-Hopf techniques of spectral and partial factorization. A new form of the Wiener-Hopf result is derived, followed by a description of how the solution is implemented in Program CC, a user-friendly, command driven, computer-aided-control-system-design (CACSD) package.
期刊介绍:
Optimal Control Applications & Methods provides a forum for papers on the full range of optimal and optimization based control theory and related control design methods. The aim is to encourage new developments in control theory and design methodologies that will lead to real advances in control applications. Papers are also encouraged on the development, comparison and testing of computational algorithms for solving optimal control and optimization problems. The scope also includes papers on optimal estimation and filtering methods which have control related applications. Finally, it will provide a focus for interesting optimal control design studies and report real applications experience covering problems in implementation and robustness.