Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications

Verica Radisavljevic-Gajic

doi:10.1177/0959651815601786

Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications

Verica Radisavljevic-Gajic

Villanova University College of Engineering

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.

Original language	English
Pages (from-to)	983-988
Number of pages	6
Journal	Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering
Volume	229
Issue number	10
DOIs	https://doi.org/10.1177/0959651815601786
State	Published - 1 Nov 2015
Externally published	Yes

Keywords

Time-weighted functionals
analytical derivations
computations
optimal control
optimal filtering

Access to Document

10.1177/0959651815601786

Cite this

@article{2dffc5ffae9a479585d67261b6431bfb,

title = "Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications",

abstract = "In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.",

keywords = "Time-weighted functionals, analytical derivations, computations, optimal control, optimal filtering",

author = "Verica Radisavljevic-Gajic",

note = "Publisher Copyright: {\textcopyright} IMechE 2015Reprints and permissions.",

year = "2015",

month = nov,

day = "1",

doi = "10.1177/0959651815601786",

language = "English",

volume = "229",

pages = "983--988",

journal = "Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering",

issn = "0959-6518",

publisher = "SAGE Publications Ltd",

number = "10",

}

TY - JOUR

T1 - Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications

AU - Radisavljevic-Gajic, Verica

N1 - Publisher Copyright: © IMechE 2015Reprints and permissions.

PY - 2015/11/1

Y1 - 2015/11/1

N2 - In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.

AB - In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.

KW - Time-weighted functionals

KW - analytical derivations

KW - computations

KW - optimal control

KW - optimal filtering

UR - https://www.scopus.com/pages/publications/84944036058

U2 - 10.1177/0959651815601786

DO - 10.1177/0959651815601786

M3 - Article

AN - SCOPUS:84944036058

SN - 0959-6518

VL - 229

SP - 983

EP - 988

JO - Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering

JF - Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering

IS - 10

ER -

Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this