Optimal Projection Equations for Discrete-Time Fixed-Order Dynamic Compensation of Linear Systems with Multiplicative White Noise

摘要

The optimal projection equations for discrete-time reduced-order dynamic compensation are generalized to include the effects of state, control-and measurement-dependent noise. In addition, the discrete-time static output feedback problem with multiplicative disturbances is considered. For both problems, the design equations are presented in a concise, unified manner to facilitate their accesiblity for developing numerical algorithms for practical applications. Keywords: Reprints; White noise, Riccati equations, Lyapunov equations; Stochastic effects. (Author)