LQG control for systems with scheduling parameter

Kenko Uchida, Ryo Watanabe, Masayuki Fujita

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    We discuss control synthesis through a quadratic performance index for linear stochastic systems with scheduling parameter, which we call LQG control synthesis for systems with scheduling parameter. First, modifying the optimal LQG control synthesis for time-varying systems such that it leads to the causal dependence on the scheduling parameter, we propose a synthesis method based on a Riccati differential inequality and a forward Riccati differential equation. Being suggested by a relation between L<sup>2</sup> gain control for linear systems with scheduling parameter and that for linear time-varying systems, second, we propose another synthesis method based on two Riccati differential inequalities which correspond to two Riccati differential equations in the optimal LQG control synthesis for time-varying systems. To evaluate performance levels of the synthesized LQG controls, we also discuss some bounding techniques of the quadratic performance index.

    Original languageEnglish
    Title of host publicationEuropean Control Conference, ECC 1999 - Conference Proceedings
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages367-372
    Number of pages6
    ISBN (Print)9783952417355
    Publication statusPublished - 2015 Mar 24
    Event1999 European Control Conference, ECC 1999 - Karlsruhe, Germany
    Duration: 1999 Aug 311999 Sep 3

    Other

    Other1999 European Control Conference, ECC 1999
    CountryGermany
    CityKarlsruhe
    Period99/8/3199/9/3

    Fingerprint

    Scheduling
    Time varying systems
    Differential equations
    Stochastic systems
    Gain control
    Linear systems

    ASJC Scopus subject areas

    • Control and Systems Engineering

    Cite this

    Uchida, K., Watanabe, R., & Fujita, M. (2015). LQG control for systems with scheduling parameter. In European Control Conference, ECC 1999 - Conference Proceedings (pp. 367-372). [7099330] Institute of Electrical and Electronics Engineers Inc..

    LQG control for systems with scheduling parameter. / Uchida, Kenko; Watanabe, Ryo; Fujita, Masayuki.

    European Control Conference, ECC 1999 - Conference Proceedings. Institute of Electrical and Electronics Engineers Inc., 2015. p. 367-372 7099330.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Uchida, K, Watanabe, R & Fujita, M 2015, LQG control for systems with scheduling parameter. in European Control Conference, ECC 1999 - Conference Proceedings., 7099330, Institute of Electrical and Electronics Engineers Inc., pp. 367-372, 1999 European Control Conference, ECC 1999, Karlsruhe, Germany, 99/8/31.
    Uchida K, Watanabe R, Fujita M. LQG control for systems with scheduling parameter. In European Control Conference, ECC 1999 - Conference Proceedings. Institute of Electrical and Electronics Engineers Inc. 2015. p. 367-372. 7099330
    Uchida, Kenko ; Watanabe, Ryo ; Fujita, Masayuki. / LQG control for systems with scheduling parameter. European Control Conference, ECC 1999 - Conference Proceedings. Institute of Electrical and Electronics Engineers Inc., 2015. pp. 367-372
    @inproceedings{d036375a7e4743ebbf356047ff795dc2,
    title = "LQG control for systems with scheduling parameter",
    abstract = "We discuss control synthesis through a quadratic performance index for linear stochastic systems with scheduling parameter, which we call LQG control synthesis for systems with scheduling parameter. First, modifying the optimal LQG control synthesis for time-varying systems such that it leads to the causal dependence on the scheduling parameter, we propose a synthesis method based on a Riccati differential inequality and a forward Riccati differential equation. Being suggested by a relation between L2 gain control for linear systems with scheduling parameter and that for linear time-varying systems, second, we propose another synthesis method based on two Riccati differential inequalities which correspond to two Riccati differential equations in the optimal LQG control synthesis for time-varying systems. To evaluate performance levels of the synthesized LQG controls, we also discuss some bounding techniques of the quadratic performance index.",
    author = "Kenko Uchida and Ryo Watanabe and Masayuki Fujita",
    year = "2015",
    month = "3",
    day = "24",
    language = "English",
    isbn = "9783952417355",
    pages = "367--372",
    booktitle = "European Control Conference, ECC 1999 - Conference Proceedings",
    publisher = "Institute of Electrical and Electronics Engineers Inc.",

    }

    TY - GEN

    T1 - LQG control for systems with scheduling parameter

    AU - Uchida, Kenko

    AU - Watanabe, Ryo

    AU - Fujita, Masayuki

    PY - 2015/3/24

    Y1 - 2015/3/24

    N2 - We discuss control synthesis through a quadratic performance index for linear stochastic systems with scheduling parameter, which we call LQG control synthesis for systems with scheduling parameter. First, modifying the optimal LQG control synthesis for time-varying systems such that it leads to the causal dependence on the scheduling parameter, we propose a synthesis method based on a Riccati differential inequality and a forward Riccati differential equation. Being suggested by a relation between L2 gain control for linear systems with scheduling parameter and that for linear time-varying systems, second, we propose another synthesis method based on two Riccati differential inequalities which correspond to two Riccati differential equations in the optimal LQG control synthesis for time-varying systems. To evaluate performance levels of the synthesized LQG controls, we also discuss some bounding techniques of the quadratic performance index.

    AB - We discuss control synthesis through a quadratic performance index for linear stochastic systems with scheduling parameter, which we call LQG control synthesis for systems with scheduling parameter. First, modifying the optimal LQG control synthesis for time-varying systems such that it leads to the causal dependence on the scheduling parameter, we propose a synthesis method based on a Riccati differential inequality and a forward Riccati differential equation. Being suggested by a relation between L2 gain control for linear systems with scheduling parameter and that for linear time-varying systems, second, we propose another synthesis method based on two Riccati differential inequalities which correspond to two Riccati differential equations in the optimal LQG control synthesis for time-varying systems. To evaluate performance levels of the synthesized LQG controls, we also discuss some bounding techniques of the quadratic performance index.

    UR - http://www.scopus.com/inward/record.url?scp=84930591522&partnerID=8YFLogxK

    UR - http://www.scopus.com/inward/citedby.url?scp=84930591522&partnerID=8YFLogxK

    M3 - Conference contribution

    AN - SCOPUS:84930591522

    SN - 9783952417355

    SP - 367

    EP - 372

    BT - European Control Conference, ECC 1999 - Conference Proceedings

    PB - Institute of Electrical and Electronics Engineers Inc.

    ER -