2008 | OriginalPaper | Buchkapitel
The Continuous-Time Problem with Imperfect-State Measurements
verfasst von : Tamer Başar, Pierre Bernhard
Erschienen in: H∞-Optimal Control and Related Minimax Design Problems
Verlag: Birkhäuser Boston
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We now turn to the class of continuous-time problems originally formulated in Section 1.2, where the state variable is no longer available to the controller, but only a disturbance-corrupted linear output is. The system is therefore described by the following equations
(5.1)
$$\begin{array}{*{20}c} {\dot x\left( t \right) = \left( t \right)x\left( t \right) + B\left( t \right)u\left( t \right) + D\left( t \right)w\left( t \right),} & {x\left( 0 \right) = x_0 } \\ \end{array}$$
(5.2)
$$y\left( t \right) = C\left( t \right)x\left( t \right) + E\left( t \right)w\left( t \right)$$
.