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

DOI10.1080/00207728608926826MaRDI QIDQ3708682zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Controllers for LQG self-tuning applications with coloured measurement noise and dynamic costing
• LQG multivariable controllers : minimum variance interpretation for use in self-tuning systems
• A generalized LQG approach to self-tuning control Part I. Aspects of design
• Publication:3204423
• State-space self-tuning regulators for general multivariable stochastic systems

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

This page was built for publication: Multivariate controllers for LQG self-tuning applications with coloured measurement noise and dynamic cost weighting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3708682)