Abstract
A dynamic controller design method is presented for linear plant models with random initial conditions such that time domain and frequency domain specifications are met. A linear quadratic Gaussian (LQG) controller structure is employed and the state weighting matrix Q and state noise intensity matrix L are taken as the design parameters. A standard search algorithm is applied to compute Q and L such that the design specifications are satisfied. The procedure consists of the iterative solution of an equation where at each iteration step an LQG problem is solved. The resulting controller satisfying all the design specifications is termed a feasible controller. © 1997 John Wiley & Sons, Ltd.
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