Chapter 12
LQG/H-Infinity Synthesis
©
National Instruments Corporation
12-11
Xmath Interactive Control Design Module
The system equations of plant, filters, and integrators are as follows:
Standard LQG (All Toggle Buttons “Off”)
In LQG synthesis mode, the controller
C
minimizes a weighted sum of the
steady-state actuator and output variance:
where
E
denotes expectation.
Integral Action
When Integral action is enabled, the controller minimizes a variation on the
LQG cost:
where
Plant (
P
):
Output filter (
F
y
):
Input filter (
F
u
):
Integrator:
x
·
p
A
p
x
p
B
p
u
act
B
p
w
p
w
x
+
+
+
=
y
p
C
p
x
p
w
s
w
y
+
+
=
y
˜
C
y
˜
x
y
˜
w
y
˜
+
=
x
·
y
˜
A
y
˜
x
y
˜
B
y
˜
y
p
W
p
w
F
+
+
=
x
·
u
˜
A
u
˜
x
u
˜
B
u
˜
u
act
+
=
u
˜
C
u
˜
x
u
˜
D
u
˜
u
act
+
=
x
·
I
y
˜
W
I
w
r
+
=
y
I
x
I
w
r
+
=
J
E
t
∞
→
lim
x
T
u
T
R
xx
R
xu
R
ux
R
uu
x
T
u
T
ρ
u i
,
u
i
2
,
i
1
=
n
u
∑
+
ρ
y j
,
y
j
2
,
j
1
=
n
y
∑
+
⎝
⎠
⎜
⎟
⎜
⎟
⎛
⎞
=
J
E
t
∞
→
lim
x
T
u
T
R
xx
R
xu
R
ux
R
uu
x
T
u
T
ρ
u i
,
u
i
2
i
1
=
n
u
∑
ρ
y j
,
y
j
2
y
I j
,
2
+
[
]
j
1
=
n
y
∑
+
+
⎝
⎠
⎜
⎟
⎜
⎟
⎛
⎞
=
⎝
⎠
⎜
⎟
⎜
⎟
⎛
⎞
a
y
I j
,
t
( )
1
T
int
--------
y
j
ϒ
( ) ϒ
d
0
t
∫
=