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Optimal controller and filter realizations using finite-precision, floating-point arithmetic. (English) Zbl 1121.93322

Summary: The problem of reducing the fragility of digital controllers and filters implemented using finite-precision, floating-point arithmetic is considered. Floating-point arithmetic parameter uncertainty is multiplicative, unlike parameter uncertainty resulting from fixed-point arithmetic. Based on first-order eigenvalue sensitivity analysis, an upper bound on the eigenvalue perturbations is derived. Consequently, open-loop and closed-loop eigenvalue sensitivity measures are proposed. These measures are dependent upon the filter/controller realization. Problems of obtaining the optimal realization with respect to both the open-loop and the closed-loop eigenvalue sensitivity measures are posed. The problem for the open-loop case is completely solved. Solutions for the closed-loop case are obtained using nonlinear programming. The problems are illustrated with a numerical example.

MSC:

93B50 Synthesis problems
93B40 Computational methods in systems theory (MSC2010)
93E11 Filtering in stochastic control theory

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