2017
DOI: 10.1115/1.4038654
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Loss of Optimal Performance of the Finite-Horizon Continuous-Time Linear-Quadratic Controller Driven by a Reduced-Order Observer

Abstract: In this paper, we derive an expression for the loss of optimal performance (compared to the corresponding linear-quadratic optimal performance with the instantaneous full-state feedback) when the continuous-time finite-horizon linear-quadratic optimal controller uses the estimates of the state variables obtained via a reduced-order observer. It was shown that the loss of optimal performance value can be found by solving the differential Lyapunov equation whose dimensions are equal to dimensions of the reduced-… Show more

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Cited by 4 publications
(7 citation statements)
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“…Implementation of the fulland reduced-order observers in MATLAB/SIMULINK was considered in [13]. Optimal LQ controllers driven by full-and reduced-order observers were considered in [14,15].…”
Section: Design Of Reduced-order Linear Observersmentioning
confidence: 99%
See 1 more Smart Citation
“…Implementation of the fulland reduced-order observers in MATLAB/SIMULINK was considered in [13]. Optimal LQ controllers driven by full-and reduced-order observers were considered in [14,15].…”
Section: Design Of Reduced-order Linear Observersmentioning
confidence: 99%
“…It should be emphasized that having unknown initial system conditions is the fundamental assumption of the observer design. If x(t 0 ) is known, then an observer for (14), assuming that value of the input vector is known, will be a computer program that solves the corresponding nonlinear differential Equation (14). Such an observer has no observation error at all times.…”
Section: Remarkmentioning
confidence: 99%
“…The LQ optimal performance loss for a reduced-order observer-based controller has been recently derived in Radisavljevic-Gajic and Milanovic. 45 Observer-driven optimal LQ controller design case study: F-15 aircraft…”
Section: Observer-driven Lq Controller Optimal Performancementioning
confidence: 99%
“…This can be done in an optimal manner by minimizing the mean and the variance of the estimation error eðtÞ ¼ xðtÞ Àx KF ðtÞ using the famous Kalman filter 51,52 (see also Kwakernaak and Sivan, 8 Sinha, 15 Gelb, 53 Simon, 54 and Grewal and Andrews 55 ). It is interesting to observe that the Kalman filter has the same structure as the deterministic observer defined in equation (45), that is Note that the choice of the Kalman filter initial condition specified in equation (83), and the fact that white noise processes are assumed to be zero-mean, make the mean value of the estimation error equal to zero at all times, that is EfeðtÞg ¼ eðtÞ ¼ 0; t ! 0.…”
Section: Kalman Filtermentioning
confidence: 99%
“…The multistage design framework is quite universal and future research directions could include the possible expansion to 4 timescale systems, which is already outlined in [59]. Also, it will be interesting to study how observers affect optimality when optimal controllers are used at subsystem levels [60]. (A5)…”
mentioning
confidence: 99%