Existence of Discrete-Time LQG-Controllers

• Existence results for the LQG-controller are investigated. An infimal Riccati equation based controller may potentially give closed loop eigenvalues on the unit circle. Assuming left and right invertibility it is shown that there exists an optimal controller if and only if the Riccati equation based controller stabilizes the closed loop system after removal of all its unobservable and uncontrollable modes. Furthermore this reduced controller is the optimal controller, and its transfer function is unique. This existence condition is a considerable simplification of the more general geometric condition recently derived by Trentelman and Stoorvogel.

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TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

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