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

Deyun Zhou; Bijiang Li; Xinhai Chen

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

Deyun Zhou
, Bijiang Li
, Xinhai Chen

电子信息学院

Northwestern Polytechnical University Xian

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
卷	14
期	4
出版状态	已出版 - 11月 1996

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title = "Receding horizon linear quadratic Gaussian (LQG) control and its stability properties",

abstract = "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.",

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AU - Li, Bijiang

AU - Chen, Xinhai

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N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0030282769

M3 - 文章

AN - SCOPUS:0030282769

SN - 1000-2758

VL - 14

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JO - Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University

JF - Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University

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

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