Predictive and LQG Optimal Control: Equivalences, Differences and Improvements

  • V. Peterka
Part of the Progress in Systems and Control Theory book series (PSCT, volume 6)

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.

Keywords

Dynamic Programming Kalman Filter State Estimate Joint Probability Distribution Positive Definiteness 
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Copyright information

© Springer Science+Business Media New York 1990

Authors and Affiliations

  • V. Peterka
    • 1
  1. 1.Institute of Information Theory and AutomationPragueCzechoslovakia

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