LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS

A. Królikowski, D. Horla, T. Kubiak

Abstract

In this paper, the amplitude and variance-constrained LQG control is considered for a plant given by discretetime ARMAX model. The minimization of constrained quadratic cost is approached by Kalman filter, approximation of the probability density function (pdf) of the state by the Gaussian one and by by tuning of the Lagrange multiplier. The obtained optimization algorithm is simulated for second-order stable plant model and different constraints.

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Paper Citation


in Harvard Style

Królikowski A., Horla D. and Kubiak T. (2005). LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS . In Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 972-8865-29-5, pages 292-296. DOI: 10.5220/0001156502920296


in Bibtex Style

@conference{icinco05,
author={A. Królikowski and D. Horla and T. Kubiak},
title={LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS},
booktitle={Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2005},
pages={292-296},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001156502920296},
isbn={972-8865-29-5},
}


in EndNote Style

TY - CONF
JO - Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS
SN - 972-8865-29-5
AU - Królikowski A.
AU - Horla D.
AU - Kubiak T.
PY - 2005
SP - 292
EP - 296
DO - 10.5220/0001156502920296