Scheduled System Maintenance:
On May 6th, single article purchases and IEEE account management will be unavailable from 8:00 AM - 5:00 PM ET (12:00 - 21:00 UTC). We apologize for the inconvenience.
By Topic

Receding horizon LQG controller using optimal FIR filter with control input

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Oh-Kyu Kwon ; Dept. of Electr. Eng., Inha Univ., Inchon, South Korea ; Kwon, W.H. ; Kim, M.J.

Two topics are investigated. First, the optimal FIR filter is presented for continuous time-varying state-space models with control input and its properties are analyzed. It is shown here that the FIR filter is stable with respect to the estimation error and that the filter reduces to a deadbeat observer in the case of noise-free systems. Second, using the optimal FIR filter as state estimator, a receding horizon LQG controller is also proposed to stabilize stochastic linear time-varying systems. It is shown that the control law developed guarantees the closed-loop stability under assumptions of the uniform complete controllability and observability

Published in:

Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on

Date of Conference:

15-17 Dec 1993