This paper is concerned with the optimal linear quadratic Gaussian (LQG) control problem for discrete time-varying system with multiple input delays and multiplicative noises. The main contributions are two-fold. Firstly, when the state variables can be observed exactly, we obtain a necessary and suffcient condition for the multiple-delays system in terms of the non-homogeneous relationship between the state and costate, which is the solution to the coupled forward and backward stochastic difference equations. Secondly, when the state variables are partially observed, we derive a suboptimal linear output feedback controller for the discrete-time system based on the obtained results of the optimal LQG control. Numerical examples are shown to illustrate the proposed algorithm.

In this manuscript, we present a high-fidelity physics-based truth model of a Single Machine Infinite Bus (SMIB) system. We also present reduced-order control-oriented nonlinear and linear models of a synchronous generator-turbine system connected to a power grid. The reduced-order control-oriented models are next used to design various control strategies such as: proportional-integral-derivative (PID), linear-quadratic regulator (LQR), pole placement-based state feedback, observer-based output feedback, loop transfer recovery (LTR)-based linear-quadratic-Gaussian (LQG), and nonlinear feedback-linearizing control for the SMIB system. The controllers developed are then validated on the high-fidelity physics-based truth model of the SMIB system. Finally, a comparison is made of the performance of the controllers at different operating points of the SMIB system.

In this work a new pre-tuning multivariable PID controllers method for quadrotors is put forward. A procedure based on LQR/LQG theory is proposed for attitude and altitude control. With the aim of analyzing performance and robustness of the proposed method, a non-linear mathematical model of the DJI-F450 quadrotor is employed, where rotors dynamics, togheter with sensors drift/bias properties and noise characteristics of low-cost comercial sensors typically used in this type of applications (such as MARG with MEMS technology and LIDAR) are considered. In order to estimate the state vector and compensate bias/drift effects on rate gyros of the MARG, a combination of filtering and data fusion algorithms (Kalman filter and Madgwick algorithm for attitude estimation) are proposed and implemented. Performance and robutsness analysis of the control system is carried out by means of numerical simulations, which take into account the presence of uncertainty in the plant model and external disturbances. The obtained results show that the proposed pre-tuning method for multivariable PID controller is robust with respect to: a) parametric uncertainty in the plant model, b) disturbances acting at the plant input, c) sensors measurement and estimation errors.