Title :
Stable LQG controllers
Author_Institution :
Dept. of Mech. Eng., Ohio State Univ., Columbus, OH, USA
fDate :
10/1/1994 12:00:00 AM
Abstract :
The optimal LQG controller is known to stabilize the closed loop if certain mild conditions are satisfied. The controller itself, however, may be unstable. The paper presents a method of selecting the weighting and covariance matrices such that the optimal controller is internally asymptotically stable. The method is very easy to apply and for stable open-loop system involves the solution of a single Lyapunov equation
Keywords :
Lyapunov methods; closed loop systems; matrix algebra; optimal control; stability criteria; LQG controllers; Lyapunov equation; closed loop; covariance matrices; internally asymptotically stable; linear quadratic Gaussian optimization; optimal controller; stable open-loop system; weighting matrices; Automatic control; Control systems; Covariance matrix; Design optimization; Feedback; Mechanical engineering; Nonlinear equations; Open loop systems; Optimal control; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
