Closed-Loop Control
Linear system identification via ARX model
- Least squares to identify coefficients from input/output data
- Calculate system Markov parameters
- Eigenvalue Realization Algorithm to determine A, B, C, D matrices
- Least Squares to determine Kalman Filter Gain
Controller Design
- LQG (dual problem-> LQR and Kalman filter for optimal state estimator) -> reduces to LQR
- better results with Pole Placement Method using Ackermann’s formula