State-Space Approach to LQG Multivariable Predictive and Feedforward Optimal Control

Abstract

Two extensions of the LQG optimal control problem are presented which enable prediction and feedforward action to be introduced in a state equation framework. Predictive control is first considered using a discrete-time state-space system model. Future reference values are assumed to be known p-steps ahead and the controller has a two-degrees of freedom structure. The mechanism for introducing feedforward control and hence providing a third degree of freedom is also considered. Both prediction and feedforward action are simple to design and implement using the proposed state-space approach.