LQG Control with Matlab
Tampere University
Core contents
· Quadratic norms of vectors, matrices, functions of time and LTI systems
· Quadratic non-norm performance indices
· Random variables and stochastic performance indices like variances of the system responses and other expected values
· Weighted Least Squares
· Use of suitable matrix factorizations, Lagrange multipliers
· Kalman Predictor, Kalman Filter
· Stationary LQG regulation and control
· Deterministic Finite Horizon LQ Regulation
· Parseval-Blancherel Theorems
· Exponential Time-Weighting
· Spectral Factorization.
· Transfer
Function Matrix methods. Frequency Response studies. Principal Gains
and Hinf norm. Studies of Robust Stability using Unstructured
Uncertainty
· Introduction to DT Square Root Algorithms.
Complementary Contents
· Quadratic Costs with Polynomial Time Weighting
· LQ design of Partial State Feedback Regulation
· LQ designs using Hamilton Matrix
Specialists Knowledge
· Use
of Matlab tools ode45 and dde23 for differential equation models &
fzero and fsolve to solve algebraic equations & fminbnd, and fminsearch to minimize and maximize algebraic functions.
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