Title :
Generalized multirate linear quadratic Gaussian controllers for linear time-invariant systems
Author :
Er, M.J. ; Chua, S.Y.
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Abstract :
This paper presents a generalized approach towards multirate linear quadratic Gaussian control of linear time-invariant (LTI) systems. Equivalent noise matrices for using the new multirate LQG law with a multirate input multirate output Kalman filter (hereafter called GMRLQG law) is derived and the associated discretized quadratic performance index computed. Application of GMRLQG law in typical situations shows that it is superior to other multirate LQG laws except multirate input LQG law with current estimation-type Kalman filter
Keywords :
Kalman filters; linear quadratic Gaussian control; noise; performance index; GMRLQG law; Kalman filter; LTI systems; current estimation-type Kalman filter; discretized quadratic performance index; equivalent noise matrices; generalized multirate linear quadratic Gaussian controllers; linear time-invariant systems; multirate LQG law; Control systems; Current measurement; Cutoff frequency; Erbium; Filters; Noise measurement; Performance analysis; Pollution measurement; Predictive models; Sampling methods;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.521004
