Title :
Self-tuning LQG control subject to input constraints; robustness aspects
Author :
Królikowski, Andrzej ; Kubiak, Tomasz
Author_Institution :
Dept. of Control, Robotics & Comput. Sci., Poznan Tech. Univ., Poland
Abstract :
Toivonen proposed (1983) a suboptimal stochastic control algorithm for discrete-time stochastic systems subjected to amplitude-constrained input. The key idea of this algorithm is the approximation of the stationary probability density function (PDF) of the state by the Gaussian PDF. The gradient of the cost function is then used to derive the iterative procedure for calculation of the stationary feedback gain. In this paper, this approach is extended to the LQG self-tuning tracking control problem of stochastic ARMAX system with constant or piecewise constant set-point
Keywords :
adaptive control; autoregressive moving average processes; discrete time systems; feedback; iterative methods; linear quadratic Gaussian control; probability; robust control; self-adjusting systems; stochastic systems; suboptimal control; Gaussian PDF; LQG self-tuning tracking control problem; amplitude-constrained input; approximation; cost function gradient; discrete-time stochastic systems; input constraints; iterative procedure; piecewise constant set-point; robustness; self-tuning LQG control; stationary feedback gain; stationary probability density function; stochastic ARMAX system; suboptimal stochastic control algorithm; Approximation algorithms; Computer science; Control systems; Cost function; Equations; Feedback; Iterative algorithms; Robot control; Robust control; Stochastic systems;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703574
