The simple pendulum and the periodic LQG control problem (Q805551)

Some recent developments in linear periodic control theory are illustrated in terms of the optimal control of a simple pendulum. The uncertainties in the developed mathematical model are expressed in a modelling error. A cyclostationary model of the modelling error is adopted, thereby taking periodicity into account. The design of the control scheme is based on optimal periodic filtering and control theory. The linear quadratic and gaussian (LQG) approach is used. This requires the solution of two periodic Riccati differential equations, one to the filtering problem and one for the implementation of the controller. The existence of such solutions, as well as the numerical algorithm is discussed. For testing the applicability and limitations of the theory a program PENDULUM is developed. The main features of the program are presented.