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

DOI10.1080/00207728608926826zbMATH Open0583.93072OpenAlexW2069648340MaRDI QIDQ3708682FDOQ3708682

Authors: M. J. Grimble 

Publication date: 1986

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (7)

• A variational approach to the polynomial optimization of multivariabie control with coloured measurement noise
• Survey of industrial optimized adaptive control
• LQG multivariable controllers : minimum variance interpretation for use in self-tuning systems
• Polynomial LQG control of back-up-roll eccentricity gauge variations in cold rolling mills
• Generalized polynomial optimization of stochastic feedback control
• Controllers for LQG self-tuning applications with coloured measurement noise and dynamic costing
• Relationship between polynomial and state-space solutions of the optimal regulator problem

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