• Proceedings of the KIEE Conference
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• 2000.07d
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• pp.2311-2313
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• 2000

In this paper, we consider $H^{\infty}$ optimal Kalman filter problems for linear weakly coupled stochastic systems. We introduce a decomposition for the systems of the Hamiltonian form, which plays an important role of exclusion of ill-condition by ${\varepsilon}$-effect and the parallel computation possibility. It is shown that the algebraic Riccati equation of the weakly coupled $H^{\infty}$ optimal Kalman filter problem is decoupled into completely independent reduced-order, well-defined, two suboptimal Kalman filters.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.87.1-87
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• 2001

For a plant subject to several kinds of disturbances in the plant input side, we consider a problem of designing a controller based on the disturbance cancellation. The conventional loop transfer recovery (LTR) technique can not be used since the extended system consisting of the plant and the disturbance model is not necessarily stabilizable. We propose a new LTR technique that can be applied for our problem. As a target of the LTR, we choose a state feedback controller using a disturbance estimator. We find an LTR procedure based on the Riccati equation formalism where the stochastic model contains the filter gain matrix of the disturbance estimator in the target. The procedure recovers the target feedback ...