Standard LQG (All Toggle Buttons "Off")
Integral Action
© National Instruments Corporation
The system equations of plant, filters, and integrators are as follows:
Plant (P):
Output filter (F
):
y
Input filter (F
):
u
Integrator:
In LQG synthesis mode, the controller C minimizes a weighted sum of the
steady-state actuator and output variance:
⎛
⎜
J
lim
E
T
=
⎜
x
t
⎝
where E denotes expectation.
When Integral action is enabled, the controller minimizes a variation on the
LQG cost:
⎛
⎛
⎜
⎜
J
lim
E
T
T
=
⎜
⎜
x
u
t
⎝
⎝
where
12-11
Chapter 12
x ·
A
=
p
y
C
=
p
x ·
y ˜
y ˜
n
T
R
R
x
∑
xx
xu
T
+
u
R
R
T
u
ux
uu
i
=
n
u
T
R
R
x
∑
xx
xu
+
R
R
T
u
ux
uu
i
1
=
t
1
∫
y
t
y
------- -
=
I j
j
T
int
0
Xmath Interactive Control Design Module
LQG/H-Infinity Synthesis
x
B
u
B
w
+
+
+
p
p
p
act
p
p
x
w
w
+
+
p
p
s
y
A
x
B
y
W
w
=
+
+
y ˜
y ˜
y ˜
p
p
C
x
w
=
+
y ˜
y ˜
y ˜
x ·
A
x
B
u
=
+
u ˜
u ˜
u ˜
u ˜
act
u ˜
C
x
D
u
=
+
u ˜
u ˜
u ˜
act
x ·
y ˜
W
w
=
+
I
I
r
y
x
w
=
+
I
I
r
n
u
y
∑
2
u
y
+
u i
i
y j
1
j
1
=
n
y
∑
2
2
u
y
y
+
+
u i
i
y j
j
j
1
=
d
w
x
F
⎞
⎟
2
⎟
j
⎠
⎞
⎞
⎟
⎟
2
a
⎟
⎟
I j
⎠
⎠
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