Title :
On the accuracy of the stochastic simulation of infinite-horizon LQG control systems
Author :
Oranc, B. Tank ; Phillips, Charles L.
Author_Institution :
Dept. of Electr. Eng., Dokuz Eylul Univ., Izmir, Turkey
fDate :
4/1/1991 12:00:00 AM
Abstract :
The simulation accuracy of the infinite-horizon sampled-data linear-quadratic Gaussian (LQG) control system is investigated. The effect of the proper selection of the noise statistics, their dependence on the integration routines, and their effects on robustness recovery are addressed. Estimation error variances for the LQG control are compared
Keywords :
error analysis; optimal control; sampled data systems; stability; error variances; infinite-horizon LQG control systems; noise statistics; optimal control; robustness; sampled data systems; stochastic simulation; Control system synthesis; Control systems; Digital simulation; Feedback; Noise robustness; Optimal control; Performance gain; Robust stability; Statistics; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
