Receding horizon linear quadratic Gaussian (LQG) control and its stability properties

Deyun Zhou, Bijiang Li, Xinhai Chen

科研成果: 期刊稿件文章同行评审

摘要

The receding horizon LQG control law was derived from the standard LQG problem by using the receding horizon concept. The state-space models were employed in our analysis, and the results of the analysis show that (1) there is a finite cost horizon, over which, the closed loop systems are always asymptotically stable; (2) the receding horizon LQG control with a design parameter in our model provides the robust stability properties.

源语言英语
页(从-至)507-511
页数5
期刊Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University
14
4
出版状态已出版 - 11月 1996

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