Geodesic
Dynamic Algorithm for Linear Quadratic Gaussian Predictive Control
International Journal of Applied Mathematics and Computer Science, Tome 10 (2000) no. 2, pp. 227-244

Voir la notice de l'article provenant de la source Library of Science

In this paper, the optimal control law is derived for a multi-variable state-space Linear Quadratic Gaussian Predictive Controller (LQGPC). A dynamic performance index is utilized resulting in an optimal steady-state controller. Knowledge of future reference values is incorporated into the controller design and the solution is derived using the method of Lagrange multipliers. It is shown how the well-known GPC controller can be obtained as a special case of the LQGPC controller design. The important advantage of using the LQGPC framework for designing predictive controllers is that, based on stabilizing properties of LQG control, it enables a systematic approach to selection of the design parameters to yield a stable closed-loop system. The system model considered in this paper can be further extended toalso include direct feed-through and knowledge about future external inputs.
Keywords: state-space design, multivariable control, linear quadratic Gaussian predictive control, generalized predictive control
Mots-clés : przestrzeń fazowa, sterowanie wielowymiarowe, sterowanie predykcyjne 
@article{IJAMCS_2000_10_2_a1,
     author = {Ordys, A. W. and Hangstrup, M. E. and Grimble, M. J.},
     title = {Dynamic {Algorithm} for {Linear} {Quadratic} {Gaussian} {Predictive} {Control}},
     journal = {International Journal of Applied Mathematics and Computer Science},
     pages = {227--244},
     publisher = {mathdoc},
     volume = {10},
     number = {2},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IJAMCS_2000_10_2_a1/}
}
TY  - JOUR
AU  - Ordys, A. W.
AU  - Hangstrup, M. E.
AU  - Grimble, M. J.
TI  - Dynamic Algorithm for Linear Quadratic Gaussian Predictive Control
JO  - International Journal of Applied Mathematics and Computer Science
PY  - 2000
SP  - 227
EP  - 244
VL  - 10
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IJAMCS_2000_10_2_a1/
LA  - en
ID  - IJAMCS_2000_10_2_a1
ER  - 
%0 Journal Article
%A Ordys, A. W.
%A Hangstrup, M. E.
%A Grimble, M. J.
%T Dynamic Algorithm for Linear Quadratic Gaussian Predictive Control
%J International Journal of Applied Mathematics and Computer Science
%D 2000
%P 227-244
%V 10
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IJAMCS_2000_10_2_a1/
%G en
%F IJAMCS_2000_10_2_a1
Ordys, A. W.; Hangstrup, M. E.; Grimble, M. J. Dynamic Algorithm for Linear Quadratic Gaussian Predictive Control. International Journal of Applied Mathematics and Computer Science, Tome 10 (2000) no. 2, pp. 227-244. http://geodesic.mathdoc.fr/item/IJAMCS_2000_10_2_a1/