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Publication detail

Kalman estimator and predictive control

Authors: Honc Daniel

Year: 2007

Type of publication: ostatní - přednáška nebo poster

Page from-to: nestránkováno

Titles:

Language	Name	Abstract	Keywords
cze
eng	Kalman estimator and predictive control	The design of Kalman filter that estimates the output for given inputs and noisy output measurements is well known and used in state-space control techniques. The solution is optimal with respect to the minimization of steady-state error covariance of the state estimate. It is possible to use Kalman estimator as an input-output filter or one-step ahead predictor without necessity to compute the state variables. Such a filter can be treated as a CARMA model of the plant and used in Generalized Predictive Control - the process model Ay = Bu + Ce is stochastic with coloured noise model, where C is the characteristic polynomial of the Kalman estimator.