LQG predictive optimal controller for continuous-time systems

The LQG optimal continuous-time control philosophy is extended so that use may be made of future setpoint or reference signal information. The tracking error is defined in terms of an ideal response model so that a model following capability may also be introduced. A dual criterion cost function is employed that enables the feedback and reference input controllers to be designed independently. The solution of the problem is obtained in the s-domain following a polynomial-based optimisation procedure. This type of controller should be useful for continuous-time adaptive systems which require a predictive capability.