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
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;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912001
