LQG/LTR procedure using reduced-order Kalman filters

被引：1

作者：

Ishihara, T. ^{[1
]}

Zheng, L. A. ^{[2
]}

机构：

[1] Fuksushima Univ, Fac Sci & Technol, Dept Mechatron, Fuksushima, Japan

[2] Natl Kaohsiung Univ Appl Sci, Dept Mech Engn, Kaohsiung, Taiwan

来源：

INTERNATIONAL JOURNAL OF CONTROL | 2019年 / 92卷 / 03期

关键词：

Linear multivariable systems; linear-quadratic-Gaussian controllers; reduced-order Kalman filters; loop transfer recovery; LOOP TRANSFER RECOVERY; DISTURBANCE CANCELLATION; SYSTEMS; DESIGN; PERFECT; CONTROLLERS;

D O I：

10.1080/00207179.2017.1359673

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper discusses a linear-quadratic-Gaussian/loop transfer recovery (LQG/LTR) procedure using reduced-order Kalman filters by extending known exact-recovery result. The state-space realisation commonly used for reduced-order observer design is employed. The zero structure intrinsic to the realisation is revealed. Asymptotic recovery is achieved using a non-singular reduced-order Kalman filter with a parameterised set of covariance matrices. The proposed procedure provides a systematic method for directly designing reduced-order LQG controllers without additional coordinate transformations. A numerical design example for a simple multivariable plant is presented to compare the proposed design with the standard LQG/LTR design using a full-order Kalman filter.

引用

页码：461 / 475

页数：15

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