Creator:
Ordys, Andrzej W. ; Hangstrup, Mads E. ; Grimble, Michael J.
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Title:
Dynamic algorithm for linear quadratic Gaussian predictive control
Group publication title:
Subject and Keywords:
state-space design ; multi-variable control ; linear quadratic Gaussian predictive control ; generalized predictive control
Abstract:
In this paper, the optimal control law is derived for a multi-variable state-space Linear Quadratic Gaussian Predictive Controller (LQGPC). A dynamic performance index is utilized resulting in an optimal steady-state controller. Knowledge of future reference values is incorporated into the controller design and the solution is derived using the method of Lagrange multipliers. It is shown how the well-known GPC controller can be obtained as a special case of the LQGPC controller design. ; The important advantage of using the LQGPC framework for designing predictive controllers is that, based on stabilizing properties of LQG control, it enables a systematic approach to selection of the design parameters to yield a stable closed-loop system. The system model considered in this paper can be further extended to also include direct feed-through and knowledge about future external inputs.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Date:
Resource Type:
Pages:
Source:
AMCS, volume 10, number 2 (2000) ; click here to follow the link