CONTINUOUS-TIME ADAPTIVE LQG/LTR CONTROL

An adaptive continuous-time LQG control with loop transfer recovery is considered. The control problem is analyzed using state-space model and the parameter estimation problem is implemented for corresponding transfer function model. The direct identification of continuous-time model parameters is possible by means of IDTOOL procedure. Computer simulations of third-order systems modeled by a second-order minimum-phase and nonminimum-phase models are given to illustrate the robustness and performance properties of the adaptive LQG/LTR controller.