Model reference predictive LQG optimal control law for SIMO systems

The design of linear quadratic Gaussian (LQG) controllers for single-input multiple-output (SIMO) systems is considered. This includes the class of multiloop control problems which are often solved using a classical nested loop structure. Many simplifications can be achieved over the more general multivariate problem, which is important in self-tuning control applications, for example. The tracking problem allows a model-following capability to be introduced. A predictive control feature is also available which enables the future values of the set point to be taken into account, as in preprogrammed robot control