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