CONTROL OF SYSTEM REPRESENTED BY MULTIPLE MODEL

Jan Štecha - Vladimír Havlena - Jiří Roubal

   The optimal control strategy for a discrete time multiple model is described. Simulation of control and on-line estimation of model probability is shown. Robustness of stability and comparison of the classical control of a Linear state space model with Quadratic criterion (LQ control) and LQ control based on multiple models are presented.

Keywords: control, estimation, multiple model, Riccati equation, robust stability

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