DocumentCode
1482780
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
Volume
36
Issue
4
fYear
1991
fDate
4/1/1991 12:00:00 AM
Firstpage
492
Lastpage
494
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.75109
Filename
75109
Link To Document