An LQG approach to systems with saturating actuators and anti-windup implementation

DOI10.1080/10241230306731MaRDI QIDQ1886201zbMATH OpenOpenAlexFDO

Authors Yongsoon Eun, C. Gökçek, Pierre T. Kabamba, S. M. Meerkov

Publication date 16 November 2004

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10241230306731

zbMATH Keywords

describing function descriptionLQG controlsaturationstochastic linearizationvariance of the signal at input

Mathematics Subject Classification ID

Linearizations (93B18) Synthesis problems (93B50) Design techniques (robust design, computer-aided design, etc.) (93B51) Optimal stochastic control (93E20)

Review text

A LQG control problem with saturation of the control signal is considered. In the proposed approach, a linear controller is designed explicitly taking into account saturation. It is shown that the obtained controllers do not require an anti-windup implementation, in the sense that adding any anti-windup cannot reduce the performance index. Results obtained are based on the method of stochastic linearization, which is a quasi-linearization technique similar to the describing function description. According to this method, the saturating actuator is replaced by a linear model with a gain which is a function of the variance of the signal at its input.

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(8)

• Optimization of disturbance rejection in systems with saturating actuators
• An anti-windup approach for nonlinear impulsive system subject to actuator saturation
• An LQR/LQG theory for systems with saturating actuators
• Anti-Windup Conditioning for Actuator Saturation in Internal Model Control with Delays
• Control of systems with asymmetric bounds using linear programming: application to a hydrogen reformer
• On improving the convergence rate of linear continuous-time systems subject to asymmetrically constrained control
• On bumps and reduction of switching transients in multicontroller systems
• Gain-scheduled, model-based anti-windup for LPV systems

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