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A linear quadratic Gaussian self-tuner. (English) Zbl 0572.93045
The paper describes a self-tuning regulator for single-input single- output systems based on linear quadratic Gaussian (LQG) design and recursive estimation. The design problem is solved using spectral factorization and solution of a linear polynomial equation. The parameter estimation is based on extended least squares. The regulator has been implemented on a micro computer DEC LSI 11/03. The implementation admits interactive experimentation with operator communication via an ordinary terminal. All programming is done in the Pascal language. Applications to an analog computer simulation of ship steering and control of a laboratory process for concentration control are given.

MSC:
93C40 Adaptive control/observation systems
93E10 Estimation and detection in stochastic control theory
93E25 Computational methods in stochastic control (MSC2010)
11D09 Quadratic and bilinear Diophantine equations
62L12 Sequential estimation
93E20 Optimal stochastic control
65L05 Numerical methods for initial value problems involving ordinary differential equations
68U99 Computing methodologies and applications
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