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Self-Tuning LQG Controller Documentation

Functions

MinimaxAdaptiveControl.compute — Method
compute(controller::SelfTuningLQG{T}) where T

Compute the control input for the Self-Tuning LQG controller.

Arguments

  • controller::SelfTuningLQG{T}: The Self-Tuning LQG controller.

Returns

  • Vector{T}: The computed control input.
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MinimaxAdaptiveControl.update! — Method
update!(estimator::RecursiveELS{T}, output::T, input::T) where T

Update the Recursive ELS estimator with new output and input data.

Arguments

  • estimator::RecursiveELS{T}: The Recursive ELS estimator to be updated.
  • output::T: The new output measurement.
  • input::T: The new input measurement.

Returns

  • T: The posteriori prediction error after updating the estimator.
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MinimaxAdaptiveControl.update! — Method
update!(controller::SelfTuningLQG{T}, output::Vector{T}, input::Vector{T}; n = 1000) where T

Update the Self-Tuning LQG controller with new output and input data.

Arguments

  • controller::SelfTuningLQG{T}: The Self-Tuning LQG controller to be updated.
  • output::Vector{T}: The new output measurement vector.
  • input::Vector{T}: The new input measurement vector.
  • n::Int: Number of Riccati equation steps to perform (default: 1000).
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