Constrained linear quadratic gaussian control

Linear quadratic gaussian control with explicit input and state variance restrictions is discussed. Various topics in the design procedure are considered, for example the use of low-order or structurally constrained regulators. Numerical algorithms for solving the Constrained LQG control problems are given facilitating the application of the Constrained LQG design procedure. Two examples illustrating the design procedure are described. The examples are taken from a process for the production of plastic film and from a chemical reactor control system described in the literature.