A Generalized Frequency Weighting Framework for LQG Compensator Design

Abstract

This paper specifies methods enabling specific types of frequency domain loopshaping in the LQG framework. It gives the augmented state and observation equations for a general system with colored sensor or motor noise, sensor and actuator dynamics, and frequency weight on the control and performance costs. The performance weights are useful in design for dealing with the effects of many challenges facing control designers other than colored control and performance in the narrow sense, through shaping the sensitivity and loop gain.