Simulink LQG Controller Estimation Problem

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Murat YAPICI
Murat YAPICI on 14 Jun 2020
Commented: Murat YAPICI on 15 Jun 2020
Hello,
I have 4rd order linear MIMO transfer function. I have found a LQR gain matrix in Matlab. I add disturbance and measurement noise to my system in Simulink. But my Kalman Filter doesnt estimate the states correctly. I couldn't find where I made a mistake. Could you please help me?
(My simulink model)
(Kalman Filter estimated states, as you can estimated states are noisy)
  2 Comments
Paresh yeole
Paresh yeole on 14 Jun 2020
Can you please elaborate about what is the noise you added and also what are the actual states?
Murat YAPICI
Murat YAPICI on 15 Jun 2020
Thank you so much for your answer. I have 4 states. I add disturbance(white noise) to all 4 states. I add measurement noise(wihte noise) to first and fourth state(They are my outputs). Kalman filter estimate all 4 states from control signals and outputs. But it doesnt filter all the noise from states. For example
As you see in Figure the noise in LQR controller is much more than LQG. But there are still noise in LQG. Shouldn't the Kalman filter remove all the noise? Thank you

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