Observations weighted controllers for linear stochastic systems
type: Item
instance of: scholarly article
title: Observations weighted controllers for linear stochastic systems
zbMATH Open document ID: 0601.93065
DOI: 10.1016/0005-1098(86)90047-6
author: M. J. Grimble
published in: Automatica
publication date: 1986-01-01T00:00:00Z
review text: This paper derives a controller for self-tuning applications where significant coloured noise or output disturbances are present. The observation weighted (OW) controller derived here is based on the minimization of a cost function including an unconditional (LQG type of) expectation operator. The plant description is more general than that usually considered in self-tuning problems, since it allows for the presence of both input and output disturbances. The solution for the controller is relatively simple to implement. By selecting the cost function weightings appropriately by OW controller can be used in a pole placement mode. The advantage of deriving a pole placement design via this optimal approach is that the solution will take account of the presence of both input and output disturbances. Whether this is a reasonable strategy to choose the cost weights will depend upon the application of interest.
reviewed by: M.Tibaldi
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93B55
zbMATH DE Number: 3970662
zbMATH Keywords: observation weighted (OW) controller
zbMATH Keywords: input and output disturbances
zbMATH Keywords: pole placement design
MaRDI profile type: Publication
full work available at URL: 0005-1098(86)90047-6
OpenAlex ID: W2056989918
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description: scientific article; zbMATH DE number 3970662