Authors:
L. Armesto
and
J. Tornero
Affiliation:
Technical University of Valencia, Spain
Keyword(s):
Multi-rate Sampled Data Systems, Linear Quadratic Regulator, Kalman Filter.
Related
Ontology
Subjects/Areas/Topics:
Hybrid Dynamical Systems
;
Informatics in Control, Automation and Robotics
;
Signal Processing, Sensors, Systems Modeling and Control
Abstract:
In this paper, linear quadratic Gaussian regulators are presented and formalized for multi-rate sampled-data stochastic systems using two well-known approaches: lifting technique and time-variant periodic modeling. It has been demonstrated that both regulators are equivalent at the global frame-period with different computational costs and execution periods. An interesting analysis has been done to demonstrate the convergence of a periodic Kalman filter, used in the periodic regulator, into its equivalent continuous one (Bucy Kalman filter), when the periodicity ratio converges to infinity. In addition to this, in both regulators, multi-rate holds have been used, acting as interfaces between signals at different sampling rates, which may improve the system performance. A numerical example of LQG multi-rate control of a MIMO plant shows the application of both regulators, where in addition to showing the improvement with respect to the single-rate case.