this is for holding javascript data
Mo, Yilin edited counter.tex
over 8 years ago
Commit id: ebce01175552da46439bff0569b6403564173b7f
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diff --git a/counter.tex b/counter.tex
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\end{equation}
Hence, $u(k) = \mathcal K(z) y(k) = F \tilde u(k)$. The factorization on $\mK(z)$ implies the CPS diagram illustrated in Fig~\ref{fig:factorization}.
\begin{figure}[ht]
\begin{center}
\begin{tikzpicture}[>=stealth',
box/.style={rectangle, draw=blue!50,fill=blue!20,rounded corners, semithick,minimum size=7mm},
point/.style={coordinate},
every node/.append style={font=\small}
]
\matrix[row sep = 5mm, column sep = 5mm]{
%first row
\node (p1) [] {$w(k)$};
& \node (noisetransfer) [box] {$\mathcal H(z)$};
&
&\node (p2) [point] {};
&\\
%second row
\node (p3) [point] {};
&\node (plant) [box] {$\mathcal G(z)$};
&
& \node (plus) [circle,draw,inner sep=2pt] {};
& \node (p5) [point] {};\\
%third row
&
&
& \node (p6) [] {$v(k)$};
& \\
%fourth row
\node (p7) [point] {};
&\node (F) [box] {$F$};
&
& \node (controller) [box] {$\tilde \mK (z)$};
& \node (p8) [point] {};\\
};
\draw [semithick,->] (p1)--(noisetransfer);
\draw [semithick,->] (noisetransfer)--(p2)--(plus);
\draw [semithick,->] (p6)--(plus);
\draw [semithick,->] (plant)--(plus);
\draw [semithick,->] (plus)--(p5)-- node[midway,right]{$y(k)$} (p8) -- (controller);
\draw [semithick,->] (controller)-- node[midway,above]{$\tilde u(k)$} (F);
\draw [semithick,->] (F)--(p7)-- node[midway,left]{$u(k)$}(p3)--(plant);
\draw [semithick] (plus.north)--(plus.south);
\draw [semithick] (plus.east)--(plus.west);
\end{tikzpicture}
\end{center}
\caption{The diagram of the CPS with a low-rank controller design, where $\mK(z)$ is factorized into $F\tilde \mK(z)$.}
\label{fig:factorization}
\end{figure}
Since we are restricting ourselves to use a low-rank controller, the performance of the system may not be optimal. In this section, we consider the problem of optimizing the following infinite horizon LQG performance:
\begin{equation}
J = \limsup_{T\rightarrow \infty}\frac{1}{T}\min_{u(k)}\mathbb{E}\left[\sum_{k=0}^{T-1} x(k)^TWx(k)+u(k)^TUu(k)\right],