Chapter 12 LQG/H-Infinity Synthesis
© National Instruments Corporation 12-11 Xmath Interactive Control Design Module
The system equations of plant, filters, and integrators are as follows:
Standard LQG (All Toggle Buttons “Off”)
In LQG synthesis mode, the controller C minimizes a weighted sum of the
steady-state actuator and output variance:
where E denotes expectation.
Integral Action
When Integral action is enabled, the controller minimizes a variation on the
LQG cost:
where
Plant (P):
Output filter (Fy):
Input filter (Fu):
Integrator:
x
·pApxpBpuact Bpwpwx
+++=
ypCpxpwswy
++=
y
˜Cy
˜xy
˜wy
˜
+=
x
·y
˜Ay
˜xy
˜By
˜ypWpwF
++=
x
·u
˜Au
˜xu
˜Bu
˜uact
+=
u
˜Cu
˜xu
˜Du
˜uact
+=
x
·Iy
˜WIwr
+=
yIxIwr
+=
JE
t∞→
lim xTuTRxx Rxu
Rux Ruu
xT
uT
ρui,ui
2
,
i1=
nu
∑
+ρyj,yj
2
,
j1=
ny
∑
+
⎝⎠
⎜⎟
⎜⎟
⎛⎞
=
JE
t∞→
lim xTuTRxx Rxu
Rux Ruu
xT
uT
ρui,ui
2
i1=
nu
∑ρyj,yj
2yIj,
2
+[]
j1=
ny
∑++
⎝⎠
⎜⎟
⎜⎟
⎛⎞
=
⎝⎠
⎜⎟
⎜⎟
⎛⎞
a
yIj,t() 1
Tint
-------- yjϒ()ϒd
0
t
∫
=