DocumentCode
1548792
Title
Box-Jenkins model LQG controller: design and performance
Author
Vu, K.M. ; Tessier, P. ; Dumont, G.A.
Volume
148
Issue
5
fYear
2001
fDate
9/1/2001 12:00:00 AM
Firstpage
419
Lastpage
429
Abstract
The relationship between the variances of the input and output variables of a Box-Jenkins model control system under the linear quadratic Gaussian control law is obtained. This relationship is generalised to the relationships between the statistics of the input and output variables under this control law. Formulae to calculate these statistics are derived. The statistics are the auto-covariances and cross-covariances of the two input and output variable time series driven by the same Gaussian white noise. The statistics can be used to assess control loop performance
Keywords
Gaussian noise; control system analysis; control system synthesis; linear quadratic Gaussian control; matrix algebra; stochastic systems; time series; white noise; Box-Jenkins model LQG controller; Gaussian white noise; auto-covariances; control loop performance; cross-covariances; linear quadratic Gaussian control law; two input two output variables time series;
fLanguage
English
Journal_Title
Control Theory and Applications, IEE Proceedings -
Publisher
iet
ISSN
1350-2379
Type
jour
DOI
10.1049/ip-cta:20010678
Filename
964315
Link To Document