대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 1997년도 하계학술대회 논문집 B
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- Pages.584-586
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- 1997
블럭펄스 함수를 이용한 확률시스템의 제어기 설계
Controller Design of the Nonlinear Stochastic System using Block Pulse Function
- Lim, Yun-Sic (Dept. of Electrical Eng. Sung Kyun Kwan Univ.) ;
- Lee, Jae-Chun (Dept. of Electrical Eng. Sung Kyun Kwan Univ.) ;
- Lee, Myung-Kyu (Dept. of Electrical Eng. Kyung Sung Univ.) ;
- Ahn, Doo-Soo (Dept. of Electrical Eng. Sung Kyun Kwan Univ.)
- 발행 : 1997.07.21
초록
The orthogonal polynomials have been widely employed to solve control problems, but the LQG(linear quadratic gaussian) problem remains unsolved. In this paper, we obtained the solutions of Riccati equation and covariance matrix Riccati equation by two point boundary problem and matrix fraction method using BPF(Block Pulse Function), respectively. This solutions are solved the problem of the LQG controller design.
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