Observations weighted controllers for linear stochastic systems
This paper derives a controller for self-tuning applications where significant coloured noise or output disturbances are present. The observation weighted (OW) controller derived here is based on the minimization of a cost function including an unconditional (LQG type of) expectation operator. The plant description is more general than that usually considered in self-tuning problems, since it allows for the presence of both input and output disturbances. The solution for the controller is relatively simple to implement. By selecting the cost function weightings appropriately by OW controller can be used in a pole placement mode. The advantage of deriving a pole placement design via this optimal approach is that the solution will take account of the presence of both input and output disturbances. Whether this is a reasonable strategy to choose the cost weights will depend upon the application of interest.
- Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
- Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case
- Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
- Observations-weighted minimum-variance control of linear and non-linear systems
- H ∞ Observations Weighted Control Law
- A control weighted minimum-variance controller for non-minimum phase systems
- A general transfer function approach to linear stationary filtering and steady-state optimal control problems
- Controllers for LQG self-tuning applications with coloured measurement noise and dynamic costing
- Feedback system design: The fractional representation approach to analysis and synthesis
- scientific article; zbMATH DE number 3673938 (Why is no real title available?)
- Implicit and explicit LQG self-tuning controllers
- Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case
- Solution of the discrete-time stochastic optimal control problem in the 2-domain
- Weighted minimum-variance self-tuning control
- Weights determine stability of sensitivity-optimal controllers
- H ∞ Observations Weighted Control Law
- Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
- Observations-weighted minimum-variance control of linear and non-linear systems
- Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
- Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case
This page was built for publication: Observations weighted controllers for linear stochastic systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1081581)
