A Hamiltonian approach to the H2 decoupling of previewed input signals
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Open access
Authors
Ferrante, A.
Marro, G.
Ntogramatzidis, Lorenzo
Date
2007Type
Conference Paper
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Ferrante, Augusto and Marro, Giovanni and Ntogramatzidis, Lorenzo. 2007. A Hamiltonian approach to the H2 decoupling of previewed input signals, in Tzafestas, S. and Antsaklis, P. (ed), Proceedings of the European Control Conference 2007, Jul 2-5 2007, pp. 1149-1154. Kos, Greece: European Union Control Association.
Source Title
Proceedings of the European Control Conference 2007
Source Conference
European Control Conference 2007
ISBN
School
Department of Mathematics and Statistics
Collection
Abstract
This paper addresses the H2 optimal decoupling of previewed inputs. In particular, the synthesis of a decoupling filter exploiting the preview is carried out by recasting the problem as a single finite-horizon LQ regulator, with a generalized quadratic termainal cost. The present approach is based on a computational attractive parametrization of the solutions of the associated Hamiltonian differential equation, and can also be applied for the solution of the dual problem, the H2 optimal fixed-lag smoothing problem.