Automated tuning of LQG cost function weightings: scalar case

M.J. Grimble, P.M. Majecki

Research output: Contribution to conferencePaper

Abstract

A simple method of selecting the LQG dynamic weighting functions is proposed. This involves minimizing the traditional variance-based cost function but with a controller structure that is determined by a dynamic weighting LQG problem. This effectively forces a controller structure that has traditional integral action and controller roll-off terms. The methodology is similar to the so-called restricted-structure controller design used for optimal tuning of, low-order controllers. The proposed algorithm is applied to a simulated model of a continuous-time process plant. with trans port delay.
Original languageEnglish
Pages1886-1891
Number of pages5
DOIs
Publication statusPublished - Oct 2006
EventIEEE International Conference on Control Applications - Munich, Germany
Duration: 4 Oct 20066 Oct 2006

Conference

ConferenceIEEE International Conference on Control Applications
Abbreviated titleCCA/CACSD/ISIC
CountryGermany
CityMunich
Period4/10/066/10/06

Keywords

  • automated tuning
  • LQG
  • function weightings
  • scalar case

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    Grimble, M. J., & Majecki, P. M. (2006). Automated tuning of LQG cost function weightings: scalar case. 1886-1891. Paper presented at IEEE International Conference on Control Applications, Munich, Germany. https://doi.org/10.1109/CACSD-CCA-ISIC.2006.4777107