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Transcale LQG tracking control for a class of discrete stochastic systems

  • Lin Zhao*
  • , Yingmin Jia
  • *Corresponding author for this work
  • Beihang University

Research output: Contribution to journalArticlepeer-review

Abstract

A wavelet-based real-time transcale linear-quadratic-Gaussian (LQG) tracking control algorithm is presented and discussed, which extends the classical single-scale system control tool to a multiscale scenario. The new strategy determines the control law at the finest scale such that it can reflect the control laws at different coarser scales and guarantee the corresponding performance indexes of coarser scales to be minimized. Simulation result shows that significant improvements in computational efficiency are achieved.

Original languageEnglish
Pages (from-to)129-136
Number of pages8
JournalEngineering Applications of Artificial Intelligence
Volume30
DOIs
StatePublished - Apr 2014

Keywords

  • LQG tracking control
  • Multiscale system
  • Parallel processing
  • Real-time
  • Transcale control
  • Wavelet transform

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