LQG/LTR procedure using reduced-order Kalman filters
In: International Journal of Control, Jg. 92 (2017-08-21), S. 461-475
Online
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Zugriff:
This paper discusses a linear-quadratic-Gaussian/loop transfer recovery (LQG/LTR) procedure using reduced-order Kalman filters by extending known exact-recovery result. The state-space realisation commonly used for reduced-order observer design is employed. The zero structure intrinsic to the realisation is revealed. Asymptotic recovery is achieved using a non-singular reduced-order Kalman filter with a parameterised set of covariance matrices. The proposed procedure provides a systematic method for directly designing reduced-order LQG controllers without additional coordinate transformations. A numerical design example for a simple multivariable plant is presented to compare the proposed design with the standard LQG/LTR design using a full-order Kalman filter.
Titel: |
LQG/LTR procedure using reduced-order Kalman filters
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Autor/in / Beteiligte Person: | Ishihara, Tadashi ; Zheng, L. A. |
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Zeitschrift: | International Journal of Control, Jg. 92 (2017-08-21), S. 461-475 |
Veröffentlichung: | Informa UK Limited, 2017 |
Medientyp: | unknown |
ISSN: | 1366-5820 (print) ; 0020-7179 (print) |
DOI: | 10.1080/00207179.2017.1359673 |
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