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Optimal multivariable PID regulator. (English) Zbl 1249.93177
Summary: A continuous version of optimal LQG design under presence of Wiener disturbances is solved for MIMO controlled plant. Traditional design tools fail to solve this problem due to unstability of the augmented plant. A class of all optimality criteria, which guarantee existence of an asymptotic solution, is defined using a plant deviation model. This class is utilized to design an optimal state and an error feedback regulator which are presented here. The resultant optimal error regulator is interpreted as an optimal multivariable matrix PID regulator.
93E20 Optimal stochastic control
49N10 Linear-quadratic optimal control problems
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