| 广义预测控制与滚动式LQG控制关系 |
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| 引用本文： | 周德云 陈新海. 广义预测控制与滚动式LQG控制关系[J]. 西北工业大学学报, 1993, 11(3): 331-338 |
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| 作者姓名： | 周德云 陈新海 |
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| 作者单位： | 西北工业大学 博士(周德云)，西北工业大学 教授(陈新海) |
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| 基金项目： | 国家教委博士点基金(CJ080301) |
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| 摘 要： | 基于输入输出模型的广义预测控制与基于状态空间模型的滚动优化控制之间的关系还没有被人们所认识.本文基于CARMA模型及其等价的状态空间模型,建立了多变量广义预测控制算法的各种等价形式;给出了一种多变量滚动式的LQG控制算法;建立了随机多变量系统的广义预测控制与LQG控制之间的关系,导出了闭环系统特性方程,从而为分析多变量广义预测控制系统的稳定性和鲁棒性奠定了基础.
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| 关 键 词： | 预测控制 LQG控制 广义 滚动式 |
Equivalence of Multivariable Generalized Predictive Control to Receding Horizon LQG Control |
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| Zhou Deyun Chen Xinhai. Equivalence of Multivariable Generalized Predictive Control to Receding Horizon LQG Control[J]. Journal of Northwestern Polytechnical University, 1993, 11(3): 331-338 |
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| Authors: | Zhou Deyun Chen Xinhai |
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| Affiliation: | Department of Electronic Engineering Northwestern Polytechnical University |
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| Abstract: | The relationship between multivariable GPC (Generalized Predictive Control) and receding horizon LQG control is not yet fully understood [1,4,7]. Incomplete understanding affects adversely the full exploitation of multivariable GPC. In order to gain complete understanding, solution to the multivariable GPC design problem is presented in a stochastic framework. Also for gaining complete understanding, a receding horizon LQG control method is developed. Then the receding horizon LQG is shown to be exactly the same as the GPC solution. After the equality relation between GPC and receding horizon LQG is established, it is now possible to exploit fully multivariable GPC. One and the most important example is that the stability result of receding horizon LQG control can be untilized for the study of stability property of GPC. |
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| Keywords: | predictive control LQG control multivariable control |
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