DocumentCode
2829933
Title
LQG control under input variance constraint
Author
Królikowski, A. ; Horla, D. ; Kubiak, T.
Author_Institution
Inst. of Control & Inf. Eng., Poznan Univ. of Technol., Poland
fYear
2005
fDate
16-18 Aug. 2005
Firstpage
94
Lastpage
99
Abstract
In this paper, a variance-constrained LQG control is considered for a plant given by discrete-time ARMAX model. The minimization of constrained quadratic cost is approached by Kalman filter and output feedback methods. The obtained optimization algorithms are simulated for second-order plant model and different constraints.
Keywords
Kalman filters; autoregressive moving average processes; constraint theory; discrete time systems; feedback; linear quadratic Gaussian control; minimisation; Kalman filter; LQG control; constrained quadratic cost minimization; discrete-time ARMAX model; input variance constraint; optimization algorithm; output feedback; Constraint optimization; Control system synthesis; Control systems; Costs; Design optimization; Industrial control; Minimization methods; Open loop systems; Output feedback; State-space methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems Engineering, 2005. ICSEng 2005. 18th International Conference on
Print_ISBN
0-7695-2359-5
Type
conf
DOI
10.1109/ICSENG.2005.52
Filename
1562835
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