DocumentCode
1743467
Title
A self-optimizing adaptive LQG control scheme for input-output systems
Author
Prandini, M. ; Campi, M.C.
Author_Institution
Dipt. di Elettronica per l´´Automazione, Brescia Univ., Italy
Volume
2
fYear
2000
fDate
2000
Firstpage
1110
Abstract
We consider the optimal control problem of an unknown linear system in input-output form based on the linear quadratic Gaussian (LQG) control design method. A self-tuning LQG control scheme is proposed which is shown to be stable and self-optimizing. Optimality is achieved by using an identification algorithm which incorporates a cost-biasing term favoring the parameters with smaller LQG optimal cost and a second term aiming at moderating the time-variability of the estimate
Keywords
adaptive control; control system synthesis; identification; linear quadratic Gaussian control; self-adjusting systems; cost-biasing term; identification algorithm; input-output systems; optimal control problem; self-optimizing adaptive LQG control scheme; self-tuning LQG control scheme; time-variability; Adaptive control; Control design; Control systems; Convergence; Cost function; Least squares methods; Linear systems; Optimal control; Programmable control; State-space methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2000.912001
Filename
912001
Link To Document