Control Bootcamp: Linear Quadratic Gaussian (LQG)

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This lecture combines the optimal full-state feedback (e.g., LQR) with the optimal full-state estimator (e.g., LQE or Kalman Filter) to obtain the sensor-based linear quadratic Gaussian (LQG) controller.

These lectures follow Chapters 1 & 3 from:

Machine learning control, by Duriez, Brunton, & Noack

This video was produced at the University of Washington
  1. Steve Brunton
  2. Control
  3. Control theory
  4. Linear algebra
  5. Eigenvalues
  6. Closed-loop
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Комментарии
Автор

Anyone else confused by this magical backwards glass writing?

pokerihardlyknowher
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Nice explanations, as are all other video's. Maybe good to refer to a very famous paper by J.C. Doyle called Guaranteed Margins for LQG regulators. Abstract - There are none.

jeroendebest
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There's a BKr in off diagonals, why does it called diagonal?

pilliozoltan
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Could you tell me, what would be the state space model of the feedback system (final closed loop) with LQG SERVOCONTROL (LQG + Integral Action)? Please, I am doing a project with LQG servocontrol or some book where I can find it

math_engine_pro
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Podria decirme, ¿Cual seria el modelo en espacio de estados del sistema realimentado(lazo cerrado final) con SERVOCONTROL LQG(LQG + Accion Integral) ?porfavor estoy haciendo un proyecto con servocontrol LQG o algun libro en el que lo pueda encontrar

math_engine_pro