Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems

Static LQG team with convex cost function

An LQR/LQG theory for systems with saturating actuators

An extension of the LQR/LQG methodology to systems with saturating actuators, referred to as SLQR/SLQG, where S stands for saturating, is obtained. The development is based on the method of stochastic linearization, whereby the saturation is replaced by a xed gain, calculated as a function of the variance of the signal at its input. Using the stochastically linearized system and the Lagrange mu...

Control of LQG Systems Under Communication Constraints

We consider the control performance of an LQG system with a noisy analog feedback channel between the state-observation and the controller. To bound the performance, we use the sequential rate distortion function and the assumption of equi-memory. We then discuss the tradeoffs between control and communication costs and how to relax the equi-memory assumption.

Economic performance assessment with optimized LQG benchmarking in MIMO systems

The objective of an economic performance assessment strategy is to quantitatively measure the effectiveness of a process in an economic framework. Such procedures typically involve the comparison of current operation with an appropriate benchmark to determine potential improvement through improved process control. In this work, a linear quadratic Gaussian (LQG) controller is used as a benchmark...

Lqg Control of Lpv Systems with Parameter-dependent Lyapunov Function

A LQG control design technique for LPV systems using single Lyapunov function is improved by searching for a parameter-dependent Lyapunov function in order to enhance the LQG performance of the control. Such a design technique has not been developed in the LQG framework so far (in the authors knowledge), albeit its adaptability to performance degradation on the parameter region enlarges the cla...