OPTIMAL and MULTIVARIABLE

CONTROLS
LECTURE # 13
ESTIMATORS AND OBSERVERS
 Optimal LQR State Feedback
• The steady state LQR problem considers a
system

• And the performance criterion

Optimal LQR State Feedback
 Estimators / Observers
• Problem: So far we have assumed that we
have full access to the state x(t) when we
designed our controllers.
• Most often all of this information is not
available.
• And certainly there is usually error in our
knowledge of x.
Estimators / Observers
Estimation Schemes
Open Loop Estimator
Open Loop Estimator
Open Loop Estimator
Open Loop Estimator
Closed Loop Estimator
Closed Loop Estimator
Closed Loop Estimator
Estimator Poles
Estimator Poles
Estimator Poles
Optimal Estimator
Optimal Estimator
Analysis
Analysis
Analysis
 Optimization

• Is of the form of a linear time varying system driven

by white Gaussian noise.
• Need to predict the mean square value of the state
(estimation error in this case) i.e.,
Optimization
Optimization
Optimal Kalman Filter
Linear Quadratic Estimator (LQE)
Linear Quadratic Estimator (LQE)
Linear Quadratic Estimator (LQE)
Steady State LQE
Steady State LQE
Linear Quadratic Gaussian Control
(LQG)
Linear Quadratic Gaussian Control
(LQG)
LQR, LQE and Separation Principle
LQG Control for Disturbance Rejection
• An LQG control example as an application of
disturbance rejection based on internal model
principle is considered.
LQG Control for Disturbance Rejection
 Internal Model Principle
• In order to reject a disturbance or track a reference signal, we
need to incorporate a model of disturbance in the controller.
• This is known as internal model principle.
• It establishes that in order to reject a disturbance , the system
must include the model of the disturbance, if available.
• One familiar example of disturbance rejection (reference
tracking ) based on internal model principle is the integral
action in state feedback.
• In order to reject constant disturbance, we augment its model
(an integrator) into the plant.
LQG Control for Disturbance Rejection
LQG Control for Disturbance Rejection
LQG Control for Disturbance Rejection
LQG Control for Disturbance Rejection
Output of the System in Open Loop (K=0)
and in Closed Loop for Diff. Values of R
Output of the System in Open Loop (K=0)
and in Closed Loop for Diff. Values of R
Output of the System in Open Loop (K=0)
and in Closed Loop for Diff. Values of R
LQG Control for Disturbance Rejection
LQG Control for Disturbance Rejection
• The plot shows the mag. Bode plot of closed
loop system transfer function from the input
disturbance d to the output for the different
values of R and in open loop.
• It can be seen that the LQG control produces a
closed loop system with a notch at the
frequency of the disturbance (1Hz).