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In [[control theory|control]], the [[Linear-quadratic-Gaussian control|Linear-Quadratic-Gaussian (LQG) control problem]] is one of the most fundamental [[optimal control]] problems. It concerns uncertain [[linear system]]s disturbed by [[additive white Gaussian noise]], incomplete state information (i.e. not all the state variables are measured and available for feedback) also disturbed by additive white Gaussian noise and quadratic [[cost functional|cost]]s. Moreover the solution is unique and constitutes a linear dynamic feedback control law that is easily computed and implemented. Finally the LQG controller is also fundamental to the optimal perturbation control of non-linear systems.<ref name="Athans">{{cite journal |author=Athans M. |title=The role and use of the stochastic Linear-Quadratic-Gaussian problem in control system design |journal=IEEE Transaction on Automatic Control |volume=AC-16 |issue=6 |pages=529–552 |year=1971 |doi=10.1109/TAC.1971.1099818}}</ref>
 
The LQG controller itself is a dynamic system like the system it controls. Both systems have the same state dimension. Therefore implementing the LQG controller may be problematic if the dimension of the system state is large. The '''reduced-order LQG problem''' (fixed-order LQG problem) overcomes this by fixing a-priori the number of states of the LQG controller. This problem is more difficult to solve because it is no longer separable. Also the solution is no longer unique. Despite these facts numerical algorithms are available <ref name="Wil1">{{cite journal |author=Van Willigenburg L.G., De Koning W.L. |title=Numerical algorithms and issues concerning the discrete-time optimal projection equations |journal=European Journal of Control |volume=6 |issue=1 |pages=93–100 |year=2000}} [http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=19948&objectType=file  Associated software download from Matlab Central].</ref><ref name="Wil2">{{cite journal |author=Van Willigenburg L.G., De Koning W.L. |title=Optimal reduced-order compensators for time-varying discrete-time systems with deterministic and white parameters |journal=Automatica |volume=35 |pages=129–138 |year=1999 |doi=10.1016/S0005-1098(98)00138-1}} [http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=20014&objectType=FILE  Associated software download from Matlab Central].</ref><ref name="Bern3">{{cite journal |author=Zigic D., Watson L.T., Collins E.G., Haddad W.M., Ying S. |title=Homotopy methods for solving the optimal projection equations for the H2 reduced order model problem |journal=International Journal of Control |volume=56 | issue=1 | pages=173–191 |year=1996 |doi=10.1080/00207179208934308}}</ref><ref name="Had1">{{cite journal |author=Collins Jr. E.G, Haddad W.M., Ying S. |title=A homotopy algorithm for reduced-order dynamic compensation using the Hyland-Bernstein optimal projection equations |journal=Journal of Guidance Control & Dynamics |volume=19 |pages=407–417 |year=1996 |doi=10.2514/3.21633 |issue=2}}</ref> to solve the associated '''optimal projection equations''' <ref name="Bern1">{{cite journal |author=Hyland D.C, Bernstein D.S. |title=The optimal projection equations for fixed order dynamic compensation |journal=IEEE Transaction on Automatic Control |volume=AC-29 | pages=1034–1037 |year=1984 |doi=10.1109/TAC.1984.1103418 |issue=11}}</ref><ref name="Bern2">{{cite journal |author=Bernstein D.S., Davis L.D., Hyland D.C. |title=The optimal projection equations for reduced-order discrete-time modeling estimation and control |journal=Journal of Guidance Control and Dynamics| volume=9 |issue=3 |pages=288–293 |year=1986 |doi=10.2514/3.20105}}</ref><ref name="Haddad1">{{cite journal |author=Haddad W.M., Tadmor G. |title=Reduced-order LQG controllers for linear time-varying plants |journal=Systems & Control Letters| volume=20 |issue=2 |pages=87–97 |year=1993 |doi=10.1016/0167-6911(93)90020-7}}</ref> which constitute necessary and sufficient conditions for a locally optimal reduced-order LQG controller.<ref name="Wil1"/>
 
==Mathematical problem formulation and solution==
 
===Continuous-time===
 
The Reduced-order LQG control problem is almost identical to the [[Linear-quadratic-Gaussian control|conventional full-order LQG control problem]]. Let <math> \hat{\mathbf{x}}_r(t) </math> represent the state of the reduced-order LQG controller. Then the only difference is that the state dimension <math> n_r=dim(\hat{\mathbf{x}}_r(t)) </math> of the LQG controller is a-priori fixed to be smaller than <math> n=dim({\mathbf{x}}(t)) </math>, the state dimension of the controlled system.
 
The reduced-order LQG controller is represented by the following equations,
 
: <math> \dot{\hat{\mathbf{x}}}_r(t) = A_r(t)\hat{\mathbf{x}}_r(t) + B_r(t){\mathbf{u}}(t)+K_r(t) \left( {\mathbf{y}}(t)-C_r(t)\hat{\mathbf{x}}_r(t) \right),\hat{\mathbf{x}}_r(0)={\mathbf{x}}_r(0),</math>
 
: <math> {\mathbf{u}}(t)= -L_r(t) \hat{\mathbf{x}}_r(t).</math>
 
These equations are delibarately stated in a format that equals that of the [[Linear-quadratic-Gaussian control|conventional full-order LQG controller]]. For the reduced-order LQG control problem it is convenient to rewrite them:
 
: <math> \dot{\hat{\mathbf{x}}}_r(t) = F_r(t)\hat{\mathbf{x}}_r(t) + K_r(t) {\mathbf{y}}(t),\hat{\mathbf{x}}_r(0)={\mathbf{x}}_r(0),</math>
 
: <math> {\mathbf{u}}(t)= -L_r(t) \hat{\mathbf{x}}_r(t),</math>
 
where,
 
: <math>{\mathbf{}}F_r(t)=A_r(t)-B_r(t)L_r(t)-K_r(t)C_r(t)</math>.  
 
The matrices <math>{\mathbf{}}F_r(t), K_r(t), L_r(t) </math> and <math>{\mathbf{x}}_r(0)</math> of the reduced-order LQG controller are determined by the so called '''optimal projection equations''' ('''OPE''').<ref name="Haddad1"/>
 
The square optimal projection matrix <math>{\mathbf{}}\tau(t)</math> with dimension <math>{\mathbf{}}n</math> is central to the '''OPE'''. The rank of this matrix is almost everywhere equal to <math>{\mathbf{}}n_r.</math> The associated projection is an oblique projection: <math>{\mathbf{}}\tau^2(t)=\tau(t).</math> The '''OPE''' constitute four matrix differential equations. The first two equations listed below are generalizations of the matrix Riccati differential equations associated to the [[Linear-quadratic-Gaussian control|conventional full-order LQG controller]]. In these equations <math>{\mathbf{}}\tau_\perp(t)</math> denotes <math>{\mathbf{}}I_n-\tau(t)</math> where <math>{\mathbf{}}I_n</math> is the identity matrix of dimension <math>{\mathbf{}}n</math>.
 
: <math> \dot{P}(t) = A(t)P(t)+P(t)A'(t)-P(t)C'(t)W^{-1}(t)
C(t)P(t)+V(t)</math>
::::<math>+\tau_\perp (t)P(t)C'(t)W^{-1}(t)
C(t)P(t)\tau'_\perp (t),</math>
 
: <math> P(0)= E \left({\mathbf{x}}(0){\mathbf{x}}'(0) \right),</math>
 
: <math> -\dot{S}(t) = A'(t)S(t)+S(t)A(t)-S(t)B(t)R^{-1}(t)B'(t)S(t)+Q(t)</math>
::::<math>+ \tau'_\perp (t)S(t)B(t)R^{-1}(t)B'(t)S(t) \tau_\perp (t),</math>
 
: <math>  {\mathbf{}}S(T) = F.</math>
 
If the dimension of the LQG controller is not reduced, that is if <math>{\mathbf{}}n=n_r</math>, then <math>\tau(t)=I_n, \tau_\perp(t)=0</math> and the two equations above become the uncoupled matrix Riccati differential equations associated to the [[Linear-quadratic-Gaussian control|conventional full-order LQG controller]]. If <math>{\mathbf{}}n_r<n</math> the two equations are coupled by the oblique projection <math>{\mathbf{}}\tau(t).</math> This reveals why the reduced-order LQG problem is not '''separable'''. The oblique projection <math>{\mathbf{}}\tau(t)</math> is determined from two additional matrix differential equations which involve '''rank conditions'''. Together with the previous two matrix differential equations these are the '''OPE'''. To state the additional two matrix differential equations it is convenient to introduce the following two matrices,
 
: <math> \Psi_1(t)=(A(t)-B(t)R^{-1}(t)B'(t)S(t))\hat{P}(t)+\hat{P}(t)
(A(t)-B(t)R^{-1}(t)B'(t)S(t))'</math>
:::: <math>{\mathbf{}}+P(t)C'(t)W^{-1}(t)C(t)P(t),</math>
 
: <math> \Psi_2(t)=(A(t)-P(t)C'(t)W^{-1}(t)
C(t))'\hat{S}(t)+\hat{S}(t)(A(t)-P(t)C'(t)W^{-1}(t)C(t))</math>
:::: <math>{\mathbf{}}+S(t)B(t)R^{-1}(t)B'(t)S(t).</math>
 
Then the two additional matrix differential equations that complete the '''OPE''' read as follows,
 
: <math> \dot{\hat{P}}(t)=1/2 \left(\tau(t)\Psi_1(t)+\Psi_1(t)\tau'(t) \right),\hat{P}(0)=E({\mathbf{x}}(0))E({\mathbf{x}}(0))', rank(\hat{P}(t))=n_r</math> almost everywhere,
 
: <math> -\dot{\hat{S}}(t)=1/2 \left(\tau'(t)\Psi_2(t)+\Psi_2(t)\tau(t) \right),\hat{S}(T)=0, rank(\hat{S}(t))=n_r</math> almost everywhere,
 
with,
 
: <math>{\mathbf{}}\tau(t)= \hat{P}(t) \hat{S}(t) \left( \hat{P}(t) \hat{S}(t) \right)^*.</math>
 
Here * denotes the group generalized inverse or [[Drazin inverse]] that is unique and given by,
 
: <math>{\mathbf{}}A^*=A(A^3)^+A.</math>
 
where + denotes the [[Moore-Penrose pseudoinverse]].
 
The matrices <math>{\mathbf{}}P(t),S(t),\hat{P}(t),\hat{S}(t)</math> must all be '''nonnegative symmetric'''. Then they constitute a solution of the '''OPE''' that determines the reduced-order LQG controller matrices <math>{\mathbf{}}F_r(t), K_r(t), L_r(t) </math> and <math>{\mathbf{x}}_r(0)</math>:
 
: <math>{\mathbf{}}F_r(t)=H(t)\left( A(t)-P(t)C'(t)W^{-1}(t)
C(t)-B(t)R^{-1}(t)B'(t)S(t) \right)G(t)+\dot{H}(t)G'(t),</math>
 
: <math>{\mathbf{}}K_r(t)=H(t)P(t)C'(t)W^{-1}(t),</math>
 
: <math>{\mathbf{}}L_r(t)=R^{-1}(t)B'(t)S(t)G'(t),</math>
 
: <math>{\mathbf{x}}_r(0)=H(0)E({\mathbf{x}}(0)).</math>
 
In the equations above the matrices <math>{\mathbf{}}G(t),H(t)</math> are two matrices with the following properties,
 
: <math>{\mathbf{}}G'(t)H(t)=\tau(t),G(t)H'(t)=I_{n_r}</math> almost everywhere.
 
They can be obtained from a projective factorization of <math>{\mathbf{}}\hat{P}(t)\hat{S}(t)</math>.<ref name="Wil1"/>
 
The '''OPE''' can be stated in many different ways that are all equivalent. To identify the equivalent representations the following identities are especially useful,
 
: <math>{\mathbf{}}\tau(t)\hat{P}(t)=\hat{P}(t)\tau'(t)=\hat{P}(t), \tau'(t)\hat{S}(t)=\hat{S}(t)\tau(t)=\hat{S}(t)</math>
 
Using these identities one may for instance rewrite the first two of the optimal projection equations as follows,
 
: <math> \dot{P}(t) = A(t)P(t)+P(t)A'(t)-P(t)C'(t)W^{-1}(t)C(t)P(t)+V(t)+\tau_\perp(t)\Psi_1(t)\tau'_\perp (t),</math>
 
: <math> P(0)= E \left({\mathbf{x}}(0){\mathbf{x}}'(0) \right),</math>
 
: <math> -\dot{S}(t) = A'(t)S(t)+S(t)A(t)-S(t)B(t)R^{-1}(t)B'(t)S(t)+Q(t)+\tau'_\perp\Psi_2(t)\tau_\perp(t),</math>
 
: <math>  {\mathbf{}}S(T) = F.</math>
 
This representation is both relatively simple and suitable for numerical computations.
 
If all the matrices in the reduced-order LQG problem formulation are time-invariant and if the horizon <math>{\mathbf{}}T</math> tends to infinity, the optimal reduced-order LQG controller becomes time-invariant and so do the '''OPE'''.<ref name="Bern1"/> In that case the derivatives on the left hand side of the '''OPE''' are zero.
 
===Discrete-time===
 
Similar to the continuous-time case in the discrete-time case the difference with the [[Linear-quadratic-Gaussian control|conventional discrete-time full-order LQG problem]] is the a-priori fixed reduced-order <math>{\mathbf{}}n_r<n</math> of the LQG controller state dimension. As in continuous-time to state the '''discrete-time OPE''' it is convenient to introduce the following two matrices,
 
: <math>{\mathbf{}}\Psi^1_i=\left(A_i-B_i(B'_iS_{i+1}B_i+R_i)^{-1}B'_iS_{i+1}A_i)\right)\hat{P}_i
\left(A_i-B_i(B'_iS_{i+1}B_i+R_i)^{-1}B'_iS_{i+1}A_i)\right)'</math>
:::: <math>{\mathbf{}}+A_iP_iC'_i(C_iP_iC'_i+W_i)^{-1}C_iP_iA'_i</math>
 
: <math>{\mathbf{}}\Psi^2_{i+1}=\left(A_i-A_iP_iC'_i(C_iP_{i}C'_i+W_i)^{-1}C_i\right)'\hat{S}_{i+1}
\left(A_i-A_iP_iC'_i(C_iP_{i}C'_i+W_i)^{-1}C_i\right)</math>
:::: <math>{\mathbf{}}+A'_iS_{i+1}B_i(B'_iS_{i+1}B_i+R_i)^{-1}B'_iS_{i+1}A_i</math>
 
Then the '''discrete-time OPE''' read as follows,
 
: <math>{\mathbf{}}P_{i+1} = A_i \left( P_i - P_i C'_i \left( C_i P_i C'_i+W_i \right)^{-1} C_i P_i \right) A'_i+V_i+\tau_{\perp i+1}\Psi^1_i \tau'_{\perp i+1}, P_0=E \left( {\mathbf{x}}_0{\mathbf{x'}}_0 \right)</math>.
: <math>{\mathbf{}}S_{i} = A'_i \left( S_{i+1} - S_{i+1}B_i \left( B'_iS_{i+1}B_i+R_i \right)^{-1} B'_i S_{i+1} \right) A_i+Q_i+\tau'_{\perp i}\Psi^2_{i+1} \tau_{\perp i}, S_N=F</math>.
:<math>{\mathbf{}}\hat{P}_{i+1}=1/2(\tau_{i+1}\Psi_i^1+\Psi_i^1\tau'_{i+1}),\hat{P}_0=E({\mathbf{x}}(0))E({\mathbf{x}}(0))', rank(\hat{P}_i)=n_r</math>  almost everywhere,
:<math>{\mathbf{}}\hat{S}_{i}=1/2(\tau'_{i}\Psi_{i+1}^2+\Psi_{i+1}^2\tau_{i}),\hat{S}_N=0, rank(\hat{S}_i)=n_r</math> almost everywhere.
 
The oblique projection matrix is given by,
 
: <math>{\mathbf{}}\tau_i=\hat{P}_i\hat{S}_i \left(\hat{P}_i\hat{S}_i \right)^*.</math>
 
The '''nonnegative symmetric matrices''' <math>{\mathbf{}}P_i,S_i,\hat{P}_i,\hat{S}_i</math> that solve the '''discrete-time OPE''' determine the reduced-order LQG controller matrices <math>{\mathbf{}}F_i^r, K_i^r, L_i^r </math> and <math>{\mathbf{x}}_0^r</math>:
 
: <math>{\mathbf{}}F_i^r=H_{i+1}\left( A_i-P_i C'_i \left( C_i P_i C'_i+W_i \right)^{-1}C_i-B_i\left( B'_iS_{i+1}B_i+R_i \right)^{-1} B'_i S_{i+1}\right)G'_i,</math>
 
: <math>{\mathbf{}}K_i^r=H_{i+1}P_i C'_i \left( C_i P_i C'_i+W_i \right)^{-1},</math>
 
: <math>{\mathbf{}}L_i^r=\left( B'_iS_{i+1}B_i+R_i \right)^{-1} B'_i S_{i+1}G'_i,</math>
 
: <math>{\mathbf{x}}_0^r=H_0E({\mathbf{x}}_0).</math>
 
In the equations above the matrices <math>{\mathbf{}}G_i,H_i</math> are two matrices with the following properties,
 
: <math>{\mathbf{}}G'_iH_i=\tau_i, G_iH'_i=I_{n_r}</math> almost everywhere.
 
They can be obtained from a projective factorization of <math>{\mathbf{}}\hat{P}_i\hat{S}_i</math>.<ref name="Wil1"/> To identify equivalent representations of the '''discrete-time OPE''' the following identities are especially useful,
 
: <math>{\mathbf{}}\tau_i\hat{P}_i=\hat{P}_i\tau'_i=\hat{P}_i, \tau'_i\hat{S}_i=\hat{S}_i\tau_i=\hat{S}_i</math>
 
As in the continuous-time case if all the matrices in the problem formulation are time-invariant and if the horizon <math>{\mathbf{}}N</math> tends to infinity the reduced-order LQG controller becomes time-invariant. Then the discrete-time OPE converge to a steady state solution that determines the time-invariant reduced-order LQG controller.<ref name="Bern2"/>
 
The '''discrete-time OPE''' apply also to discrete-time systems with '''variable state, input and output dimensions''' (discrete-time systems with time-varying dimensions).<ref name="Wil2"/> Such systems arise in the case of digital controller design if the sampling occurs asynchronously.
 
==References==
<references/>
 
[[Category:Optimal control]]
[[Category:Control theory]]
[[Category:Stochastic control]]

Latest revision as of 13:11, 4 March 2013

In control, the Linear-Quadratic-Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, incomplete state information (i.e. not all the state variables are measured and available for feedback) also disturbed by additive white Gaussian noise and quadratic costs. Moreover the solution is unique and constitutes a linear dynamic feedback control law that is easily computed and implemented. Finally the LQG controller is also fundamental to the optimal perturbation control of non-linear systems.[1]

The LQG controller itself is a dynamic system like the system it controls. Both systems have the same state dimension. Therefore implementing the LQG controller may be problematic if the dimension of the system state is large. The reduced-order LQG problem (fixed-order LQG problem) overcomes this by fixing a-priori the number of states of the LQG controller. This problem is more difficult to solve because it is no longer separable. Also the solution is no longer unique. Despite these facts numerical algorithms are available [2][3][4][5] to solve the associated optimal projection equations [6][7][8] which constitute necessary and sufficient conditions for a locally optimal reduced-order LQG controller.[2]

Mathematical problem formulation and solution

Continuous-time

The Reduced-order LQG control problem is almost identical to the conventional full-order LQG control problem. Let x^r(t) represent the state of the reduced-order LQG controller. Then the only difference is that the state dimension nr=dim(x^r(t)) of the LQG controller is a-priori fixed to be smaller than n=dim(x(t)), the state dimension of the controlled system.

The reduced-order LQG controller is represented by the following equations,

x^˙r(t)=Ar(t)x^r(t)+Br(t)u(t)+Kr(t)(y(t)Cr(t)x^r(t)),x^r(0)=xr(0),
u(t)=Lr(t)x^r(t).

These equations are delibarately stated in a format that equals that of the conventional full-order LQG controller. For the reduced-order LQG control problem it is convenient to rewrite them:

x^˙r(t)=Fr(t)x^r(t)+Kr(t)y(t),x^r(0)=xr(0),
u(t)=Lr(t)x^r(t),

where,

Fr(t)=Ar(t)Br(t)Lr(t)Kr(t)Cr(t).

The matrices Fr(t),Kr(t),Lr(t) and xr(0) of the reduced-order LQG controller are determined by the so called optimal projection equations (OPE).[8]

The square optimal projection matrix τ(t) with dimension n is central to the OPE. The rank of this matrix is almost everywhere equal to nr. The associated projection is an oblique projection: τ2(t)=τ(t). The OPE constitute four matrix differential equations. The first two equations listed below are generalizations of the matrix Riccati differential equations associated to the conventional full-order LQG controller. In these equations τ(t) denotes Inτ(t) where In is the identity matrix of dimension n.

P˙(t)=A(t)P(t)+P(t)A(t)P(t)C(t)W1(t)C(t)P(t)+V(t)
+τ(t)P(t)C(t)W1(t)C(t)P(t)τ'(t),
P(0)=E(x(0)x(0)),
S˙(t)=A(t)S(t)+S(t)A(t)S(t)B(t)R1(t)B(t)S(t)+Q(t)
+τ'(t)S(t)B(t)R1(t)B(t)S(t)τ(t),
S(T)=F.

If the dimension of the LQG controller is not reduced, that is if n=nr, then τ(t)=In,τ(t)=0 and the two equations above become the uncoupled matrix Riccati differential equations associated to the conventional full-order LQG controller. If nr<n the two equations are coupled by the oblique projection τ(t). This reveals why the reduced-order LQG problem is not separable. The oblique projection τ(t) is determined from two additional matrix differential equations which involve rank conditions. Together with the previous two matrix differential equations these are the OPE. To state the additional two matrix differential equations it is convenient to introduce the following two matrices,

Ψ1(t)=(A(t)B(t)R1(t)B(t)S(t))P^(t)+P^(t)(A(t)B(t)R1(t)B(t)S(t))
+P(t)C(t)W1(t)C(t)P(t),
Ψ2(t)=(A(t)P(t)C(t)W1(t)C(t))S^(t)+S^(t)(A(t)P(t)C(t)W1(t)C(t))
+S(t)B(t)R1(t)B(t)S(t).

Then the two additional matrix differential equations that complete the OPE read as follows,

P^˙(t)=1/2(τ(t)Ψ1(t)+Ψ1(t)τ(t)),P^(0)=E(x(0))E(x(0)),rank(P^(t))=nr almost everywhere,
S^˙(t)=1/2(τ(t)Ψ2(t)+Ψ2(t)τ(t)),S^(T)=0,rank(S^(t))=nr almost everywhere,

with,

τ(t)=P^(t)S^(t)(P^(t)S^(t))*.

Here * denotes the group generalized inverse or Drazin inverse that is unique and given by,

A*=A(A3)+A.

where + denotes the Moore-Penrose pseudoinverse.

The matrices P(t),S(t),P^(t),S^(t) must all be nonnegative symmetric. Then they constitute a solution of the OPE that determines the reduced-order LQG controller matrices Fr(t),Kr(t),Lr(t) and xr(0):

Fr(t)=H(t)(A(t)P(t)C(t)W1(t)C(t)B(t)R1(t)B(t)S(t))G(t)+H˙(t)G(t),
Kr(t)=H(t)P(t)C(t)W1(t),
Lr(t)=R1(t)B(t)S(t)G(t),
xr(0)=H(0)E(x(0)).

In the equations above the matrices G(t),H(t) are two matrices with the following properties,

G(t)H(t)=τ(t),G(t)H(t)=Inr almost everywhere.

They can be obtained from a projective factorization of P^(t)S^(t).[2]

The OPE can be stated in many different ways that are all equivalent. To identify the equivalent representations the following identities are especially useful,

τ(t)P^(t)=P^(t)τ(t)=P^(t),τ(t)S^(t)=S^(t)τ(t)=S^(t)

Using these identities one may for instance rewrite the first two of the optimal projection equations as follows,

P˙(t)=A(t)P(t)+P(t)A(t)P(t)C(t)W1(t)C(t)P(t)+V(t)+τ(t)Ψ1(t)τ'(t),
P(0)=E(x(0)x(0)),
S˙(t)=A(t)S(t)+S(t)A(t)S(t)B(t)R1(t)B(t)S(t)+Q(t)+τ'Ψ2(t)τ(t),
S(T)=F.

This representation is both relatively simple and suitable for numerical computations.

If all the matrices in the reduced-order LQG problem formulation are time-invariant and if the horizon T tends to infinity, the optimal reduced-order LQG controller becomes time-invariant and so do the OPE.[6] In that case the derivatives on the left hand side of the OPE are zero.

Discrete-time

Similar to the continuous-time case in the discrete-time case the difference with the conventional discrete-time full-order LQG problem is the a-priori fixed reduced-order nr<n of the LQG controller state dimension. As in continuous-time to state the discrete-time OPE it is convenient to introduce the following two matrices,

Ψi1=(AiBi(B'iSi+1Bi+Ri)1B'iSi+1Ai))P^i(AiBi(B'iSi+1Bi+Ri)1B'iSi+1Ai))
+AiPiC'i(CiPiC'i+Wi)1CiPiA'i
Ψi+12=(AiAiPiC'i(CiPiC'i+Wi)1Ci)S^i+1(AiAiPiC'i(CiPiC'i+Wi)1Ci)
+A'iSi+1Bi(B'iSi+1Bi+Ri)1B'iSi+1Ai

Then the discrete-time OPE read as follows,

Pi+1=Ai(PiPiC'i(CiPiC'i+Wi)1CiPi)A'i+Vi+τi+1Ψi1τ'i+1,P0=E(x0x0).
Si=A'i(Si+1Si+1Bi(B'iSi+1Bi+Ri)1B'iSi+1)Ai+Qi+τ'iΨi+12τi,SN=F.
P^i+1=1/2(τi+1Ψi1+Ψi1τ'i+1),P^0=E(x(0))E(x(0)),rank(P^i)=nr almost everywhere,
S^i=1/2(τ'iΨi+12+Ψi+12τi),S^N=0,rank(S^i)=nr almost everywhere.

The oblique projection matrix is given by,

τi=P^iS^i(P^iS^i)*.

The nonnegative symmetric matrices Pi,Si,P^i,S^i that solve the discrete-time OPE determine the reduced-order LQG controller matrices Fir,Kir,Lir and x0r:

Fir=Hi+1(AiPiC'i(CiPiC'i+Wi)1CiBi(B'iSi+1Bi+Ri)1B'iSi+1)G'i,
Kir=Hi+1PiC'i(CiPiC'i+Wi)1,
Lir=(B'iSi+1Bi+Ri)1B'iSi+1G'i,
x0r=H0E(x0).

In the equations above the matrices Gi,Hi are two matrices with the following properties,

G'iHi=τi,GiH'i=Inr almost everywhere.

They can be obtained from a projective factorization of P^iS^i.[2] To identify equivalent representations of the discrete-time OPE the following identities are especially useful,

τiP^i=P^iτ'i=P^i,τ'iS^i=S^iτi=S^i

As in the continuous-time case if all the matrices in the problem formulation are time-invariant and if the horizon N tends to infinity the reduced-order LQG controller becomes time-invariant. Then the discrete-time OPE converge to a steady state solution that determines the time-invariant reduced-order LQG controller.[7]

The discrete-time OPE apply also to discrete-time systems with variable state, input and output dimensions (discrete-time systems with time-varying dimensions).[3] Such systems arise in the case of digital controller design if the sampling occurs asynchronously.

References

  1. One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  2. 2.0 2.1 2.2 2.3 One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang Associated software download from Matlab Central.
  3. 3.0 3.1 One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang Associated software download from Matlab Central.
  4. One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  5. One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  6. 6.0 6.1 One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  7. 7.0 7.1 One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  8. 8.0 8.1 One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang