Abstract
The LQG feedback optimal control, extended for the case of preprogrammed setpoint sequence, is compared with open-loop optimal Predictive control (GPC) [4]. It is proved that, for any linear stochastic model (with possible time delay), the first control input within the receding control horizon is the same for both cases.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Anderson T.W.: An Introduction to multivariate statistical analysis,John Wiley & Sons, 1958
Aström K.J.: Introduction to Stochastic Control Theory. Academic Press, 1970.
Bitmead R.R., M.Gevers and V.Wertz: Optimal control redesign of generalized predictive control. Preprints of the IFAC symposium Adaptive Systems in Control and Signal Processing, Glasgow, UK, April 1989, Vol. I, 129–134.
Clarke D.W., C. Mohtadi and P.S. Tuffs: Generalized predictive control. Automatica 23 (1987), No. 2, 137–160.
Clarke D.W. and C. Mohtadi: Properties of generalized predictive control. IFAC Congress 1987, Preprints Vol. 10, 63–74.
Peterka V.: Predictor based self-tuning control. Automatica20 (1984), 39–50.
Peterka V.: On LQ optimum control of ARMAX processes. Proc. 9th IFAC Congress, Budapest, 1986, Vol.IX
Peterka V.: Control of uncertain processes: Applied theory and algorithms. Supplement to the journal Kybernetika 22 (1986), No 3,4, 5, 6.
Peterka V.: Algorithms for LQG self-tuning control based on input-output Delta models. 2nd IFAC Workshop on Adaptive Systems and Signal processing, Lund, Sweden, 1986, Preprints 13–18
Peterka V.: Self-tuning control with alternative sets of uncertain process models. IFAC Symposium Adaptive Systems in Control and Signal Processing, Glasgow, April 1989, Preprints, 409–414
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1990 Springer Science+Business Media New York
About this chapter
Cite this chapter
Peterka, V. (1990). Predictive and LQG Optimal Control: Equivalences, Differences and Improvements. In: Hinrichsen, D., Mårtensson, B. (eds) Control of Uncertain Systems. Progress in Systems and Control Theory, vol 6. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4757-2108-9_11
Download citation
DOI: https://doi.org/10.1007/978-1-4757-2108-9_11
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4757-2110-2
Online ISBN: 978-1-4757-2108-9
eBook Packages: Springer Book Archive