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.

Conference

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

Fingerprint

Cost functions
Tuning
Controllers

Keywords

  • automated tuning
  • LQG
  • function weightings
  • scalar case

Cite this

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
Grimble, M.J. ; Majecki, P.M. / Automated tuning of LQG cost function weightings : scalar case. Paper presented at IEEE International Conference on Control Applications, Munich, Germany.5 p.
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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.",
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year = "2006",
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note = "IEEE International Conference on Control Applications, CCA/CACSD/ISIC ; Conference date: 04-10-2006 Through 06-10-2006",

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Grimble, MJ & Majecki, PM 2006, 'Automated tuning of LQG cost function weightings: scalar case' Paper presented at IEEE International Conference on Control Applications, Munich, Germany, 4/10/06 - 6/10/06, pp. 1886-1891. https://doi.org/10.1109/CACSD-CCA-ISIC.2006.4777107

Automated tuning of LQG cost function weightings : scalar case. / Grimble, M.J.; Majecki, P.M.

2006. 1886-1891 Paper presented at IEEE International Conference on Control Applications, Munich, Germany.

Research output: Contribution to conferencePaper

TY - CONF

T1 - Automated tuning of LQG cost function weightings

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AU - Grimble, M.J.

AU - Majecki, P.M.

PY - 2006/10

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N2 - 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.

AB - 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.

KW - automated tuning

KW - LQG

KW - function weightings

KW - scalar case

U2 - 10.1109/CACSD-CCA-ISIC.2006.4777107

DO - 10.1109/CACSD-CCA-ISIC.2006.4777107

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Grimble MJ, Majecki PM. Automated tuning of LQG cost function weightings: scalar case. 2006. Paper presented at IEEE International Conference on Control Applications, Munich, Germany. https://doi.org/10.1109/CACSD-CCA-ISIC.2006.4777107