Chapter 7
LQG Synthesis
Setup and Terminology
r=0
Standard LQG (All Toggle Buttons Off)
Xmath Interactive Control Design Module
The different modes are described using the following basic terminology:
y
P u
w
=
+
Figure 7-1 shows a block diagram with the basic setup for LQG synthesis,
where
u is the actuator signal (output of the controller)
w
is an (input referred) process noise
proc
y is the (plant) output signal
y ˜
is the weighted output signal
w
is a sensor noise
sens
P is the plant transfer function
C is the controller transfer function
W is the output weight transfer function
The noises w
and w
proc
spectral densities (PSDs). The parameter
to the PSD of w
.
proc
u
C(s)
w
proc
Figure 7-2. Block Diagram Showing the Basic Setup for LQG Synthesis
In LQG synthesis mode, the controller minimizes a weighted sum of the
steady-state actuator and output variance:
where E denotes expectation, is the Control cost parameter, and the
parameter gives the ratio of the intensity of the sensor noise w
intensity of the process w
u
C
=
–
proc
are white; that is, they have constant power
sens
y
P(s)
2
J
lim
E
u t
=
t
noise (which are assumed to be white).
proc
7-4
y
w
y ˜
Wy
+
=
sens
is the ratio of the PSD of w
y
W(s)
w
sens
2
y t
+
sens
sens
to the
ni.com
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