𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Box-Jenkins model LQG controller: design and performance

✍ Scribed by Vu, K.M.; Tessier, P.; Dumont, G.A.

Book ID
114450049
Publisher
The Institution of Electrical Engineers
Year
2001
Tongue
English
Weight
651 KB
Volume
148
Category
Article
ISSN
1350-2379

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

ARMA Models and the Box–Jenkins Methodol
ARMA Models and the Box–Jenkins Methodology
✍ SPYROS MAKRIDAKIS; MICHÈLE HIBON πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 323 KB

The purpose of this paper is to apply the BoxΒ±Jenkins methodology to ARIMA models and determine the reasons why in empirical tests it is found that the post-sample forecasting the accuracy of such models is generally worse than much simpler time series methods. The paper concludes that the major pro

LQG optimal and robust controller design
LQG optimal and robust controller design for nonlinear stochastic systems: multivariable case
✍ Feng-Hsiag Hsiao; Bor-Sen Chen πŸ“‚ Article πŸ“… 1988 πŸ› Elsevier Science 🌐 English βš– 890 KB

In this paper, a stability criterion for nonlinear stochastic multivariable feedback systems is derived. An algorithm is proposed to choose two appropriate dependent weighting matrices of LQG (linear-quadratic-Gaussian) performance index shaped by the inverse LQC method to satisfy the stability crit