OPTIMAL LQG AND GPC CONTROLLERS: COVARIANCE CHARACTERIZATION, STRUCTURED MODELS AND CHANDRASEKHAR EQUATIONS

摘要

A unified approach to the MV, LQG and GPC control problems, based on structured state-space models, is presented. Attention is paid to the computational efficiency of the methods proposed. Chandrasekhar-type equations for receding-horizon control problems are presented and the Box-Jenkins model is utilized to increase versatility and to improve computational efficiency. An integral action of the controller is attained without resorting to nonrealistic nonstationary disturbance models. Formulae for calculating the evolution of output and control variances are also derived.