Title :
LQG control under input variance constraint
Author :
Królikowski, A. ; Horla, D. ; Kubiak, T.
Author_Institution :
Inst. of Control & Inf. Eng., Poznan Univ. of Technol., Poland
Abstract :
In this paper, a variance-constrained LQG control is considered for a plant given by discrete-time ARMAX model. The minimization of constrained quadratic cost is approached by Kalman filter and output feedback methods. The obtained optimization algorithms are simulated for second-order plant model and different constraints.
Keywords :
Kalman filters; autoregressive moving average processes; constraint theory; discrete time systems; feedback; linear quadratic Gaussian control; minimisation; Kalman filter; LQG control; constrained quadratic cost minimization; discrete-time ARMAX model; input variance constraint; optimization algorithm; output feedback; Constraint optimization; Control system synthesis; Control systems; Costs; Design optimization; Industrial control; Minimization methods; Open loop systems; Output feedback; State-space methods;
Conference_Titel :
Systems Engineering, 2005. ICSEng 2005. 18th International Conference on
Print_ISBN :
0-7695-2359-5
DOI :
10.1109/ICSENG.2005.52
