Simulink LQG Controller Estimation Problem

Murat YAPICI

2020 6 14

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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)

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Paresh yeole 2020-6-14

Can you please elaborate about what is the noise you added and also what are the actual states?

Murat YAPICI 2020-6-15

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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