Constrained linear quadratic Gaussian control with process applications

DOI10.1016/0005-1098(84)90061-XzbMath0535.93068OpenAlexW2094009443MaRDI QIDQ791497

Pertti M. Mäkilä, Hannu T. T. Toivonen, Tapio Westerlund

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90061-x

zbMATH Keywords

gradient algorithmvariance constraintslinear quadratic Gaussian controlquasi-Newton formula

Mathematics Subject Classification ID

Related Items (15)

A generalized LQG approach to self-tuning control Part I. Aspects of design ⋮ Discrete minimax linear quadratic regulation of continuous-time systems ⋮ MixedH₂/H_∞control under variance constraints ⋮ Variance formulae for feedback stochastic control systems ⋮ Matrix criterion robust linear quadratic control problem ⋮ Approximation of stable systems by Laguerre filters ⋮ Steady‐state Kalman filtering with nonstationary noise ⋮ Upper bound covariance control of discrete perturbed systems ⋮ Covariance control theory ⋮ Determination of the penalty constant for discrete constrained linear quadratic gaussian controller design ⋮ Variance constrained self-tuning control ⋮ Dynamic multi-objective heating optimization ⋮ Constrained linear quadratic Gaussian control with process applications ⋮ A self-tuning regulator based on optimal output feedback theory ⋮ Parametric LQ control†

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