A Hamiltonian approach to the H2 decoupling of previewed input signals
This paper addresses the H2 optimal decoupling of previewed inputs. In particular, the synthesis of a decoupling filter exploiting the preview is carried out by recasting the problem as a single finite-horizon LQ regulator, with a generalized quadratic termainal cost. The present approach is based o...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference Paper |
| Published: |
European Control Conference 2007 committee
2007
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| Online Access: | http://hdl.handle.net/20.500.11937/27017 |
| Summary: | This paper addresses the H2 optimal decoupling of previewed inputs. In particular, the synthesis of a decoupling filter exploiting the preview is carried out by recasting the problem as a single finite-horizon LQ regulator, with a generalized quadratic termainal cost. The present approach is based on a computational attractive parametrization of the solutions of the associated Hamiltonian differential equation, and can also be applied for the solution of the dual problem, the H2 optimal fixed-lag smoothing problem. |
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