2019/05/16 by Juanjuan Xu, Xu, Juanjuan, Huanshui Zhang +1
Engineering · #60G35 #93E20 #Adaptive Control of Nonlinear Systems #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #Stability and Controllability of Differential Equations
paper · pdf · doi:10.48550/arxiv.1905.06605
openalex publication_date 2019/05/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from the classic output feedback LQ control problem, the cost function must be modified to guarantee the solvability. In the framework of the modified cost function, it is shown that the separation principle holds and the explicitly optimal controller is given in the feedback form of the Kalman filtering. In particular, the feedback gain is calculated by two Riccati equations independently of the Kalman filtering. The key technique is the "two-layer optimization" approach. We also emphasize that the optimal controller at the terminal time is required to be deterministic.