On calculation of recursive M- and GM-estimates in LQG control systems
Articles
Rimantas Pupeikis
Institute of Mathematics and Informatics
Published 2008-12-21
https://doi.org/10.15388/LMR.2008.18099
PDF

Keywords

LQG control systems
closed-loop
identification
outliers

How to Cite

Pupeikis R. (2008) “On calculation of recursive M- and GM-estimates in LQG control systems”, Lietuvos matematikos rinkinys, 48(proc. LMS), pp. 222–227. doi: 10.15388/LMR.2008.18099.

Abstract

The aim of the given paper is development of a parametric identification approach for a closedloop system when the parameters of a discrete-time linear time-invariant (LTI) dynamic system as well as that of LQG (Linear Quadratic Gaussian) controller are not known and ought to be calculated. The recursive techniques based on an the maximum likelihood(M) and generalized maximum likelihood(GM) estimator algorithms are applied here in the calculation of the system as well as noise filter parameters. Afterwards, the recursive parameter estimates are used in each current iteration to determine unknown parameters of the LQG-controller, too. The results of numerical simulation by computer are discussed.

PDF
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Please read the Copyright Notice in Journal Policy