Automated tuning of LQG cost function weightings: scalar case

M.J. Grimble, P.M. Majecki

Research output: Contribution to conferencePaper


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
Number of pages5
Publication statusPublished - Oct 2006
EventIEEE International Conference on Control Applications - Munich, Germany
Duration: 4 Oct 20066 Oct 2006


ConferenceIEEE International Conference on Control Applications
Abbreviated titleCCA/CACSD/ISIC


  • automated tuning
  • LQG
  • function weightings
  • scalar case

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