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