LINEAR QUADRATIC GAUSSIAN REGULATORS FOR MULTI-RATE SAMPLED-DATA STOCHASTIC SYSTEMS

L. Armesto, J. Tornero

2006

Abstract

In this paper, linear quadratic Gaussian regulators are presented and formalized for multi-rate sampled-data stochastic systems using two well-known approaches: lifting technique and time-variant periodic modeling. It has been demonstrated that both regulators are equivalent at the global frame-period with different computational costs and execution periods. An interesting analysis has been done to demonstrate the convergence of a periodic Kalman filter, used in the periodic regulator, into its equivalent continuous one (Bucy Kalman filter), when the periodicity ratio converges to infinity. In addition to this, in both regulators, multi-rate holds have been used, acting as interfaces between signals at different sampling rates, which may improve the system performance. A numerical example of LQG multi-rate control of a MIMO plant shows the application of both regulators, where in addition to showing the improvement with respect to the single-rate case.

Paper Citation

in Harvard Style

Armesto L. and Tornero J. (2006). LINEAR QUADRATIC GAUSSIAN REGULATORS FOR MULTI-RATE SAMPLED-DATA STOCHASTIC SYSTEMS . In Proceedings of the Third International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 978-972-8865-61-0, pages 67-74. DOI: 10.5220/0001209000670074

in Bibtex Style

@conference{icinco06,
author={L. Armesto and J. Tornero},
title={LINEAR QUADRATIC GAUSSIAN REGULATORS FOR MULTI-RATE SAMPLED-DATA STOCHASTIC SYSTEMS},
booktitle={Proceedings of the Third International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2006},
pages={67-74},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001209000670074},
isbn={978-972-8865-61-0},
}

in EndNote Style

TY - CONF
JO - Proceedings of the Third International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - LINEAR QUADRATIC GAUSSIAN REGULATORS FOR MULTI-RATE SAMPLED-DATA STOCHASTIC SYSTEMS
SN - 978-972-8865-61-0
AU - Armesto L.
AU - Tornero J.
PY - 2006
SP - 67
EP - 74
DO - 10.5220/0001209000670074