Automated tuning of LQG cost function weightings: Scalar case

A simple method of selecting the LQG dynamic weighting functions is proposed. This involves minimizing the traditional variance-based cost function but with a controller structure that is determined by a dynamic weighting LQG problem. This effectively forces a controller structure that has traditional integral action and controller roll-off terms. The methodology is similar to the so-called restricted-structure controller design used for optimal tuning of low-order controllers. The proposed algorithm is applied to a simulated model of a continuous-time process plant with transport delay