D
I am a Control systems student. I am working on a design of an LQG controller for a multivariable system via separation principle. I was given a performance index to minimize. I have designed the LQR controller and the Kalman filter separately. Now when I combine both and simulate in Matlab, the problem is that the input of the LQG controller is very noisy. However, the aim is to get the lowest possible Performance index.
My question is this, what are the factors that I must consider in tuning the weights in order to ensure a noise-free input and yet obtain the lowest performance index? OR, what are the possible trade-offs that have to be made?
Note that the weight on the states (Q) is fixed for both the LQR and the Kalman filter. The only knob I have to tune is the weight on the input (R). That is the way the problem was given.
Thanks
My question is this, what are the factors that I must consider in tuning the weights in order to ensure a noise-free input and yet obtain the lowest performance index? OR, what are the possible trade-offs that have to be made?
Note that the weight on the states (Q) is fixed for both the LQR and the Kalman filter. The only knob I have to tune is the weight on the input (R). That is the way the problem was given.
Thanks
