conference-paper Closed Access EN 2002-11-11

A self-optimizing adaptive LQG control scheme for input-output systems

Unknown, Vol. 2, pp. 1110–1115 (2002)

University of Brescia

DOI: 10.1109/cdc.2000.912001

Abstract

We consider the optimal control problem of an unknown linear system in input-output form based on the linear quadratic Gaussian (LQG) control design method. A self-tuning LQG control scheme is proposed which is shown to be stable and self-optimizing. Optimality is achieved by using an identification algorithm which incorporates a cost-biasing term favoring the parameters with smaller LQG optimal cost and a second term aiming at moderating the time-variability of the estimate.

Topics

Control Systems and Identification 1.00 Advanced Control Systems Optimization 1.00 Fault Detection and Control Systems 1.00

Field: Engineering · Subfield: Control and Systems Engineering

Keywords

Linear-quadratic-Gaussian control,Optimal projection equations,Control theory (sociology),Linear-quadratic regulator,Optimal control,Scheme (mathematics),Self-tuning,Linear system,Gaussian,Controller (irrigation)

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