| Title |
On calculation of recursive M- and GM-estimates in LQG control systems / |
| Translation of Title |
Apie rekurentinių M- ir GM- įverčių skaičiavimą LQG valdymo sistemose. |
| Authors |
Pupeikis, Rimantas |
| DOI |
10.15388/LMR.2008.18099 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys.. Vilnius : Vilniaus universiteto leidykla. 2008, t. 48/49, p. 222-227.. ISSN 0132-2818. eISSN 2335-898X |
| Keywords [eng] |
control systems, LQG ; closed-loop ; identification ; outliers |
| Abstract [eng] |
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 generalizedmaximum 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. |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Conference paper |
| Language |
English |
| Publication date |
2008 |
| CC license |
|
