Design of digital optimal reduced-order controllers from Lyapunov equations

The Lyapunov equations enable UDU factorization of parts of the equations. This factorization speeds up the computation as well as increases the numerical accuracy. Systems with white stochastic parameters are important for several reasons, one of them being non-conservative robust control system design. It turns out that the algorithm based on Riccati equations can be generalized to apply to this more difficult type of systems. The aim is to investigate whether this also applies to the algorithm based on Lyapunov equations and whether the UDU factorization can still be exploited.

Preferable knowledge of    

• SCO-20306 Signals and Systems Modelling
• SCO-31306 Systems and Control Theory

Keywords: Time-varying linear systems, white parameters, Lyapunov equations, UDU factorization