DESIGN OF STEADY-STATE MINIMUM VARIANCE CONTROLLERS

被引:7
作者
KUCERA, V
机构
[1] Institute of Information Theory and Automation, Czechoslovak Academy of Sciences
关键词
computational methods; Control system synthesis; linear systems; polynomial equations; spectral factorization; stochastic control;
D O I
10.1016/0005-1098(79)90015-3
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A new technique to design optimal controllers is presented for plants described by rational transfer functions and additive disturbances with rational spectral densities. The objective is to minimize a weighted sum of the plant input and output steady-state variances subject to asymptotic stability of the closed-loop system. The technique is based on polynomial algebra. In fact, the design procedure is reduced to solving two linear polynomial equations whose unique solution directly yields the optimal controller transfer function as well as the minimized cost. This approach is simple, computationally attractive, and can handle unstable and/or nonminimum-phase plants with improper transfer functions. An integral part of the paper are effective computational algorithms, which include the spectral factorization, the solution of polynomial equations, and the evaluation of minimum cost. © 1979.
引用
收藏
页码:411 / 418
页数:8
相关论文
共 10 条
[1]  
Astrom K.J., 1970, INTRO STOCHASTIC CON
[2]  
CHANG SSL, 1961, SYNTHESIS OPTIMAL CO
[3]  
CHKHARTISHVILI LP, 1964, IZV AKAD NAUK SSSR T, V1, P143
[4]  
KUCERA V, 1978, 7TH P IFAC C PERG
[5]  
Kwakernaak H., 1972, LINEAR OPTIMAL CONTR
[6]  
NEKOLNY J, 1960, 1ST P IFAC C BUTT
[7]  
Newton GC., 1957, ANAL DESIGN LINEAR F
[8]   GENERAL TRANSFER-FUNCTION APPROACH TO STEADY-STATE LINEAR QUADRATIC GAUSSIAN STOCHASTIC CONTROL PROBLEM [J].
SHAKED, U .
INTERNATIONAL JOURNAL OF CONTROL, 1976, 24 (06) :771-800
[9]  
VOSTRY Z, 1976, KYBERNETIKA, V12, P248
[10]   MODERN WIENER-HOPF DESIGN OF OPTIMAL CONTROLLERS .1. SINGLE-INPUT-OUTPUT CASE [J].
YOULA, DC ;
BONGIORNO, JJ ;
JABR, HA .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (01) :3-13