Web-Based Control System Analysis and Design
LQG Design
DESCRIPTION:
Given the state equations
and a cost function
the purpose of Linear Quadratic Gaussian (LQG) control scheme is to find an optimal gain
matrix K, such that the state-feedback law
minimizes the above cost function J(u). The gain K is called the LQ optimal
gain. To obtain the LQ optimal gain, the algebraic Riccati equation
shown below
is solved.
Then, K can be derived from the solution S of the above equation by
Please select a model to represent the system: