id: 01078892 dt: j an: 01078892 au: Grimble, M.J. ti: Time-invariant 2 DOF multivariable LQG predictive controllers. so: Int. J. Control 68, No.1, 1-30 (1997). py: 1997 pu: Taylor \& Francis, London la: EN cc: ut: multivariable generalized predictive control; stochastic setting; closed-loop stability; LQG ci: li: doi:10.1080/002071797223703 ab: The multivariable generalized predictive control law in a stochastic setting is derived. The relationship between LQG and GPC control is investigated. The form of the two degree-of-freedom control law obtained closely parallels the GPC solution but ensures closed-loop stability. It is shown that the solution of the multistep cost-function problem provides an LQG type of control action. The control signal can be found using the vector-matrix form of the solution and it is similar to the GPC form of controllers. rv: T.Kaczorek (Warszawa)