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A new lower bound for the trace and maximal eigenvalue and an upper bound for the minimal value of the positive definite solution to the continuous algebraic Riccati equation are derived. To obtain these bounds we used the fact that the spectrum of matrix A — BP can be found on the base of the coefficients of the Riccati equation without solving the equation. This well known property of the Riccati...
This paper studies mean-square stabilization and optimal control problems via state feedback for linear discrete-time systems with state and control multiplicative noises. We first show that in general the state feedback stabilization problem in mean-square sense amounts to solving a generalized eigenvalue problem(GEVP). Next, we pose the H2 optimal control problem equivalent to an optimal mean-square...
This paper deals with the multi-scale optimal control of transport-reaction systems with the underlying dynamics governed by the second order rigid body dynamics, coupled with the parabolic partial differential equations (PDEs) with time-varying spatial domains, developed by considering the first principles dynamical equations for continuum mechanics. A functional theory is employed to explore the...
This paper presents an application of control theory to damp out load angle and speed oscillations through the excitation and governor subsystems in a hydro power plant connected as single machine infinite bus (SMIB) system. The control technique used is based on optimal pole shift (PS) theory, unlike linear quadratic regulation (LQR) method, which requires solving an algebraic Riccati equation. The...
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