The LQG/LTR procedure for multivariable feedback control design. (English) Zbl 0628.93038
This paper provides a tutorial overview of the LQG/LTR design procedure, based on the \(H^ 2\)-perspective suggested by M. G. Safonov, A. J. Laub and G. L. Hartmann [ibid. AC-26, 47-65 (1981; Zbl 0478.93030)]. The LQG/LTR problem is tradeoff between the sensitivity function S(s) and the complementary sensitivity function T(s). The tradeoffs are solved as a function space optimization problem; i.e., \(H^ 2\)-optimization problem. The solutions have very desirable properties for minimum phase systems. A two-step approach is presented for solving \(H^ 2\)-optimal design. For nonminimum phase systems, however, the sensitivity functions cannot be arbitrarily specified. \(H^ 2\)-solutions for nonminimum phase SISO and some MIMO cases can still be manipulated effectively through the choice of weights.
Reviewer: K.Ichikawa
MSC:
93C35 | Multivariable systems, multidimensional control systems |
93B35 | Sensitivity (robustness) |
93E20 | Optimal stochastic control |
30D55 | \(H^p\)-classes (MSC2000) |
93B50 | Synthesis problems |
93C05 | Linear systems in control theory |