Improved LQG benchmark for control performance assessment on ARMAX model process*

Control performance assessment for MPC systems has attracted a lot of interest in recent years. Compared with the typical MVC benchmark, the LQG benchmark gives a pragmatic assessment result. Based on the traditional LQG benchmark, the equigrid approach can improve the regression performance. In addition to the numerical algorithm, the recursive algorithm and the analytical algorithm were introduced to analyze the essential relationship in the LQG benchmark, which can save the computing cost and improve the regression effect. Based on the ARMAX model, the detailed procedures for these algorithms were discussed. In the simulation to a SISO process and a MIMO process, the different types of LQG benchmarks were calculated.