LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS

A. Królikowski; D. Horla; T. Kubiak

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Paper

LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS

Topics: Optimization Algorithms

In Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 4: ICINCO, 292-296, 2005 , Barcelona, Spain

Authors: A. Królikowski ; D. Horla and T. Kubiak

Affiliation: Poznan University of Technology, Poland

Keyword(s): LQG, Amplitude constraint, Variance constraint.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Optimization Algorithms

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 several formats:

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 4: ICINCO; ISBN 972-8865-29-5; ISSN 2184-2809, SciTePress, pages 292-296. DOI: 10.5220/0001156502920296

@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 4: ICINCO},
year={2005},
pages={292-296},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001156502920296},
isbn={972-8865-29-5},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 4: ICINCO
TI - LQG CONTROL UNDER AMPLITUDE AND VARIANCE CONSTRAINTS
SN - 972-8865-29-5
IS - 2184-2809
AU - Królikowski, A.
AU - Horla, D.
AU - Kubiak, T.
PY - 2005
SP - 292
EP - 296
DO - 10.5220/0001156502920296
PB - SciTePress