Multivariate controllers for LQG self-tuning applications with coloured measurement noise and dynamic cost weighting

DOI10.1080/00207728608926826zbMath0583.93072OpenAlexW2069648340MaRDI QIDQ3708682

M. J. Grimble

Publication date: 1986

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728608926826

zbMATH Keywords

sensitivity weighting matricescoloured measurement noise signalsgeneralized LQG stochastic optimal multivariable control problempolynomial-matrix-systems approach

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Matrices over function rings in one or more variables (15A54)

Related Items (5)

Polynomial LQG control of back-up-roll eccentricity gauge variations in cold rolling mills ⋮ Relationship between polynomial and state-space solutions of the optimal regulator problem ⋮ Generalized polynomial optimization of stochastic feedback control ⋮ A variational approach to the polynomial optimization of multivariabie control with coloured measurement noise ⋮ Survey of industrial optimized adaptive control

Cites Work

• Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case

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