Abstract:
The linear-quadratic control problem of discrete-time control plant, the loss function being the variance of stable state plant response, supposing that zeros of disturbance spectral density contain a certain frequency interval. The optimal control design method is suggested. It is shown that resulting control provides zero value of control cost and is robust with respect to wide enough disturbance class.
Keywords:discrete object, linear-quadratic control problem, the method of synthesis, optimal control, identification, regulators, lacunar processes.