Inverse optimal control problem for linear discrete-time systems

1977 ◽  
Vol 13 (17) ◽  
pp. 493 ◽  
Author(s):  
J. Willems ◽  
H. Van De Voorde
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Discrete Time ◽  
Inverse Optimal Control ◽  
Discrete Time Systems ◽  
Time Systems

LQG Control for Nonstandard Singularly Perturbed Discrete-Time Systems

2004 ◽  
Vol 126 (4) ◽  
pp. 860-864 ◽  
Author(s):  
Beom-Soo Kim ◽  
Young-Joong Kim ◽  
Myo-Taeg Lim
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Discrete Time ◽  
Singularly Perturbed ◽  
Linear Quadratic ◽  
Linear Quadratic Gaussian ◽  
Reduced Order ◽  
Discrete Time Systems ◽  
Time Systems

In this paper we present a control method and a high accuracy solution technique in solving the linear quadratic Gaussian problems for nonstandard singularly perturbed discrete time systems. The methodology that exists in the literature for the solution of the standard singularly perturbed discrete time linear quadratic Gaussian optimal control problem cannot be extended to the corresponding nonstandard counterpart. The solution of the linear quadratic Gaussian optimal control problem is obtained by solving the pure-slow and pure-fast reduced-order continuous-time algebraic Riccati equations and by implementing the pure-slow and pure-fast reduced-order Kalman filters. In order to show the effectiveness of the proposed method, we present the numerical result for a one-link flexible robot arm.

Optimal Full Information H2 Guaranteed Cost Control of Discrete-Time Systems

2010 ◽  
Author(s):  
Richard Conway ◽  
Roberto Horowitz
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Discrete Time ◽  
Optimization Problem ◽  
Full Information ◽  
Discrete Time Systems ◽  
Dynamic Uncertainty ◽  
Guaranteed Cost ◽  
H2 Performance ◽  
Time Systems

This paper presents, for discrete-time LTI systems with unstructured dynamic uncertainty, a methodology for designing full information controllers which minimize the upper bound on robust H2 performance given in [1]. It is first shown that this optimal control problem can be cast as a semi-definite program. Then, it is shown that this optimization problem can be solved efficiently and accurately using discrete algebraic Riccati equations.

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