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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Format: | Article |
Language: | English |
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Norwegian Society of Automatic Control
1993-07-01
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Series: | Modeling, Identification and Control |
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Online Access: | http://www.mic-journal.no/PDF/1993/MIC-1993-3-5.pdf |