Performance assessment of advanced supervisory-regulatory control systems with subspace LQG benchmark

In this paper, a subspace method for LQG design and performance assessment is proposed for control systems in which supervisory and regulatory controllers are employed in a cascade structure. Usually, this is the case when an advanced controller is used in a supervisory control layer on the top of the regulatory control system, resulting in a cascade control structure. The objective of this study is to provide the optimal LQG control design in the cascade control structure and also to propose a method for calculation of the LQG ‘trade-off’ curves for performance assessment. The trade-off curve provides the optimal performance limit in terms of the best achievable input and output variances. Three possible scenarios for LQG control design in this supervisory-regulatory structure are discussed in the paper. The problem formulations are presented in the subspace framework to directly derive the control law and LQG trade-off curve without need of the conventional parametric models. A simulation example is provided to demonstrate the proposed method.