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32 5 Vol. 32, No. 5
2006 9 ACTA AUTOMATICA SINICA September, 2006
℄℄
1)
(
410075)
(E-mail: xhnian@csu.edu.cn)
Riccati
LMI
Riccati
TP13; TP273
Design of Optimal Observer and Optimal Feedback Controller Based
on Differential Game Theory
NIAN Xiao-Hong CAO Li
(School of Information Science and Engineering, Central South University, Changsha 410075)
(E-mail: xhnian@csu.edu.cn)
Abstract This paper deals with the problem of designing optimal state observers and opti-
mal state feedback controllers for linear systems based on quadratic performance index. The
theory of differential game is used to study the problem by assuming ‘state feedback of ob-
server state’ as the first player and ‘output feedback of state error’ as the second player. The
existence conditions for optimal observer and feedback controller are given and the solutions
can be obtained by solving two algebraic Riccati equations. It is shown that the optimal
state observer does not exist in general. Furthermore, the problem of designing suboptimal
state feedback controllers based on state observers is studied and sufficient conditions are
given in the forms of LMIs.
Key words Observer, optimal control, differential game, riccati equation
1
ÆÆ
Æ
1)
(2005038558)
(00JJY1009)
Supported by Nation
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