フィードバック特性を向上する制御系設計

LQG理論の評価関数重みの調整法

抄録

In the controller design of a linear timeinvariant system, it is important to improve feedback properties such as robust stability and sensitivity. In the multi-input multi-output case, these properties can be estimated by using the singular values of return difference matrix. The design method to obtain better singular-value-plots is desired.
In this paper, we study how to tune the weight matrix of performance index and/or covariance matrix of noise in the LQG (Linear Quadratic Gaussien) theory to get a desired singular-value-plot. First, the property of singular-value plots of return difference matrix of a system designed by LQG theory is examined from the view-point of tuning weight. Second, a distance between real singular-value-plots and a desired plot is defined, and the weigh of performance index is numerically determined by quasi-Newton method so that the distance is minimized.