Performance assessment of advanced supervisory–regulatory control systems with subspace LQG benchmark

In this paper, a subspace method for LQG design and performance assessment is proposed for control systems in which supervisory and regulatory controllers are employed in a cascade structure. Usually, this is the case when an advanced controller is used in a supervisory control layer on the top of the regulatory control system, resulting in a cascade control structure. The objective of this study is to provide the optimal LQG control design in the cascade control structure and also to propose a method for calculation of the LQG ‘trade-off’ curves for performance assessment. The trade-off curve provides the optimal performance limit in terms of the best achievable input and output variances. Three possible scenarios for LQG control design in this supervisory–regulatory structure are discussed in the paper. The problem formulations are presented in the subspace framework to directly derive the control law and LQG trade-off curve without need of the conventional parametric models. A simulation example is provided to demonstrate the proposed method.