State-space digital PI controller design for linear stochastic multivarlable systems with input delay

In this paper, a centralized digital PI control scheme is proposed for linear stochastic multivariable systems with input delay. The discrete linear quadratic regulator (LQR) approach with pole placement is used to achieve satisfactory set-point tracking with guaranteed closed-loop stability. In addition, the innovation form of Kalman gain is employed for state estimation with no prior knowledge of noise properties. Compared with existing designs, the proposed scheme provides an optimal closed-loop design via the digitally implementable PI controller for linear stochastic multivariable systems with input delay. Its effectiveness will be demonstrated by the simulation study on examples from both industrial process control and aircraft control.