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Extending nonlinear ℋ, ℋ optimisation to and spaces – part II: optimal estimation and ouput-feedback control

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  • M.D.S. Aliyu
  • E.K. Boukas

Abstract

In this article, we introduce, formulate and solve the W1,2 and W1,∞ estimation problems. We propose proportional, proportional-derivative and proportional-integral (PI) filters for each problem, and we derive sufficient conditions for the existence of optimal filter gains in terms of new Hamilton–Jacobi–Bellman and Hamilton–Jacobi–Isaacs equations. The output-feedback W1,2 and W1,∞ control problems are also re-solved using the separation principle. We show that, by combining an optimal estimator with state-feedback control, a viable optimal output-feedback controller can be synthesised.

Suggested Citation

  • M.D.S. Aliyu & E.K. Boukas, 2011. "Extending nonlinear ℋ, ℋ optimisation to and spaces – part II: optimal estimation and ouput-feedback control," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(5), pages 907-920.
    • Handle: RePEc:taf:tsysxx:v:42:y:2011:i:5:p:907-920
    DOI: 10.1080/00207721.2010.488765
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