The solution of a dual criterion observation-weighted control problem is derived for linear single input/single output stochastic systems. The cost function involves the observation-weighted-type error and control weighting terms and also the sensitivity and complementary sensitivity weighting functions. The polynomial equation approach is applied so that the controller may be expressed in terms of the solution of diophantine equations. Some special cases, in which one or more weighting terms are set to zero, are also discussed.
ASJC Scopus subject areas
- Control and Systems Engineering
- Theoretical Computer Science
- Computer Science Applications