Title :
Receding horizon LQG controller using optimal FIR filter with control input
Author :
Oh-Kyu Kwon ; Kwon, W. ; Kim, Maeng Jun
Author_Institution :
Dept. of Electr. Eng., Inha Univ., Inchon, South Korea
Abstract :
Two topics are investigated. First, the optimal FIR filter is presented for continuous time-varying state-space models with control input and its properties are analyzed. It is shown here that the FIR filter is stable with respect to the estimation error and that the filter reduces to a deadbeat observer in the case of noise-free systems. Second, using the optimal FIR filter as state estimator, a receding horizon LQG controller is also proposed to stabilize stochastic linear time-varying systems. It is shown that the control law developed guarantees the closed-loop stability under assumptions of the uniform complete controllability and observability
Keywords :
closed loop systems; controllability; digital filters; filtering and prediction theory; observability; optimal control; stability; state estimation; state-space methods; stochastic systems; time-varying systems; closed-loop stability; continuous time-varying state-space models; deadbeat observer; estimation error; noise-free systems; optimal FIR filter; receding horizon LQG controller; state estimator; stochastic linear time-varying systems; uniform complete controllability; uniform complete observability; Control systems; Estimation error; Finite impulse response filter; Noise reduction; Observers; Optimal control; State estimation; Stochastic resonance; Stochastic systems; Time varying systems;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325396
