H∞ control and estimation with preview-part I: matrix ARE solutions in continuous time

@article{Tadmor2005HCA,
  title={H∞ control and estimation with preview-part I: matrix ARE solutions in continuous time},
  author={Gilead Tadmor and Leonid Mirkin},
  journal={IEEE Trans. Automat. Contr.},
  year={2005},
  volume={50},
  pages={19-28}
}
Preview control and fixed-lag smoothing allow a non-causal component in the controller/estimator. Time domain variational analysis is used in a reduction to an open loop differential game, leading to a complete, necessary and suf ficient characterization of suboptimal values and an explicit stat e space design, in terms of a parameterized (non-standard) algebra ic matrix Riccati equation in a general continuous time linear system setting. The solution offers insight into the approp riate… CONTINUE READING
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