Reduced-order optimal controller for discrete-time stochastic systems
- 1 January 1980
- journal article
- Published by Institution of Engineering and Technology (IET) in IEE Proceedings D Control Theory and Applications
- Vol. 127 (2) , 55-63
- https://doi.org/10.1049/ip-d.1980.0010
Abstract
The solution of the l. q. g. regulator problem is given by the separation principle and involves a Kalman filter with the same dimension as that of the plant. It is shown that, for a class of systems where the input subsystem states are measurable, the Kalman filter may be reduced in dimension considerably. An example of a steel-mill shape control problem is discussed where the number of states required in the filter is halved. The proposed optimal system includes direct state-feedback from the measurable states, which improves the performance of the system and reduces the effects of modelling errors.The optimal controller for the discrete-time system is derived in the z-domain. The solution of the above multivariable regulator problem has not previously been obtained in this form. The z-domain controller is particularly suitable for implementation on a microprocessor or digital computer.Keywords
This publication has 1 reference indexed in Scilit:
- The Design of Dynamic Ship Positioning Control Systems Using Extended Kalman Filtering TechniquesPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1979