A Modified LQG Algorithm (MLQG) for Robust Control of Nonlinear Multivariable Systems

The original LQG algorithm is often characterized for its lack of robustness. This is because in the design of the estimator (Kalman filter) the process disturbance is assumed to be white noise. If the estimator is to give good estimates, the Kalman gain is increased which means that the estimator f...

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Bibliographic Details
Main Author: Jens G. Balchen
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 1993-07-01
Series:Modeling, Identification and Control
Subjects:
Online Access:http://www.mic-journal.no/PDF/1993/MIC-1993-3-5.pdf