A variational approach to the polynomial optimization of multivariabie control with coloured measurement noise

REFERENCES

• GRIMBLE , M. J. , 1986 , Multivariable controllers for LQG self-tuning applications with coloured measurement noise and dynamic cost weighting. International Journal of Systems Science , 17 , 543 – 557 .
   Web of Science ®Google Scholar
• IRWIN , G. W. , and FLEMING , R. J. , 1988 , Analysis of coloured filter controllers for bank-to-turn CLOS guidance. Proceedings of the Institution of Electrical Engineers , PtD , 135 , 486 – 492 .
   Google Scholar
• KAILATH , T. , 1970 , The innovations approach to detection and estimation theory. Proceedings of the Institution of Electrical and Electronic Engineering , 58 , 680 – 695 ; 1980, Linear Systems (Englewood Cliffs, NJ Prentice-Hall ).
   Web of Science ®Google Scholar
• KUCERA , V. , 1979 , Discrete Linear Control ( Chichester , U.K. Wiley ); 1980, Stochastic multivariable control a polynomial equation approach. IEEE Transactions on Automatic Control, 25, 913–919 .
   Google Scholar
• NEWMANN , M. M. , and ROBERTS , A. P. , 1990 , Polynomial optimization of stochastic discrete-time control for unstable plants. International Journal of Control , 51 , 1363 – 1380 .
   Web of Science ®Google Scholar
• ROBERTS , A. P. , 1987 , Polynomial optimization of stochastic feedback control for unstable plants. International Journal of Control , 45 , 1953 – 1961 .
   Web of Science ®Google Scholar
• ROBERTS , A. P. , and NEWMANN , M. M , 1990 , Polynomial optimization of stochastic continuous-time control for unstable plants. International Journal of Control , 52 , 1035 – 1050 ; 1992, A variational approach to polynomial optimization of feedback control. IMA Journal of Mathematics, Control and Information, 9, 397–404 .
   Web of Science ®Google Scholar
• ROBERTS , A. P. , NEWMANN , M. M. , and PARKES , N. E. , 1991 , Polynomial optimization of multivariable control systems with both stochastic and deterministic inputs. IEEE Proceedings of the 30th Conference on Decision and Control , pp. 1267 – 1271 .
   Google Scholar
• STERNAD , M. and AHLEN , A. , 1993 , A novel derivation methodology for polynomial-LQ controller design. IEEE Transactions on Automatic Control , 38 , 116 – 121 .
   Web of Science ®Google Scholar