Fast suboptimal state-space self-tuner for linear stochastic multivariable systems
作者:
L.S.Shieh,
C.T.Wang,
Y.T.Tsay,
期刊:
IEE Proceedings D (Control Theory and Applications)
(IET Available online 1983)
卷期:
Volume 130,
issue 4
页码: 143-154
年代: 1983
DOI:10.1049/ip-d.1983.0027
出版商: IEE
数据来源: IET
摘要:
A fast state-space self-tuner is developed for suboptimal control of linear stochastic multivariable systems. The suboptimal self-tuner is determined by utilising both the standard recursive-extended-least-squares parameter estimation algorithm and the recently developed matrix sign algorithm, which gives a fast solution of the steady-state discrete Riccati equation. The developed suboptimal state-space self-tuner can be applied to a class of stable/unstable and minimum/non-minimum phase linear stochastic multivariable systems, in which the pair (A, C) is block observable and the pair (A, B) is stablisable. Also, the pair (A, Q̂) withQ̂Q̂T=Qis detectable whereA, BandCare system, input and output matrices, respectively, andQis a weighting matrix in a quadratic performance index.
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