Kybernetika 36 no. 2, 255-262, 2000

Design of an adaptive controller of LQG type: spline-based approach

Tatiana V. Guy and Miroslav Kárný


The paper presents an alternative approach to the design of a hybrid adaptive controller of Linear Quadratic Gaussian (LQG) type for linear stochastic controlled system. The approach is based on the combination standard building blocks of discrete LQG adaptive controller with the non-standard technique of modelling of a controlled system and spline approximation of involved signals. The method could be of interest for control of systems with complex models, in particular distributed parameter systems.