| 101C3 |
|---|
| Sub Optimal LQG Control Problem with the Partitioned Performance Index Function |
| AUTHORS |
| Yutaka HIRAOKA, Shusuke HASHIMOTO (Miyazaki University) |
| ABSTRACT |
| When the linear quadratic optimal control policy is applied to the large-scale systems that the dimensions of state vectors and control inputs are high order, we must take account of information costs necessary to synthesize the optimal control. Previously, we consider the sub optimal control problem such that the total stage performance index function is partitioned and the optimal control is synthesized in each block for a LQ control problem. The degradation of the performance index value caused by partitions is formulated as the quadratic form of the initial state vector. In this paper,we consider the sub optimal control problem for a LQG control problem such that the total stage performance index function is partitioned and the optimal control is synthesized in each block. We showed the numerical example for a scalar case. |
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Annual Conference 2002