Observations-weighted controllers for linear stochastic systems using a dual criterion: The multivariable case

Kelgo Watanabe, Spyros G. Tzafestas

Research output: Contribution to journalArticle

Abstract

The solution ofa dual criterion observations-weighted control problem is obtained, using the polynomial equation approach, lor linear. stochastic. multivariable. discrete-time systems. The system model involves input disturbance, and reference and coloured measurement noise signals. The dual criterion considered here includes the sensitivity functions in addition to the usual observations-weighted cost function. It is shown that the observations-weighted controller presented guarantees the internal stability of the closed-loop system, even in a tight control for nonminimum- phase plants, whenever the sensitivity and/or complementary sensitivity weighting matrices are non-zero. The controller is also effective lor improving the robustness of the usual observations-weighted controller, but has comparable computation loads to the dual criterion linear quadratic gaussian (LQG) controller in a general situation.

Original languageEnglish
Pages (from-to)1897-1913
Number of pages17
JournalInternational Journal of Control
Volume48
Issue number5
DOIs
Publication statusPublished - Nov 1988
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications

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