SOLVABILITY OF THE DISCRETE LQR-PROBLEM UNDER MINIMAL ASSUMPTIONS

Author(s):  
ROMAN HILSCHER ◽  
VERA ZEIDAN
Keyword(s):  
Author(s):  
Andrea Pesare ◽  
Michele Palladino ◽  
Maurizio Falcone

AbstractIn this paper, we will deal with a linear quadratic optimal control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability distribution $$\pi $$ π on the space of matrices. Furthermore, we will assume that such a probability measure is opportunely updated to take into account the increased experience that the agent obtains while exploring the environment, approximating with increasing accuracy the underlying dynamics. Under these assumptions, we will show that the optimal control obtained by solving the “average” linear quadratic optimal control problem with respect to a certain $$\pi $$ π converges to the optimal control driven related to the linear quadratic optimal control problem governed by the actual, underlying dynamics. This approach is closely related to model-based reinforcement learning algorithms where prior and posterior probability distributions describing the knowledge on the uncertain system are recursively updated. In the last section, we will show a numerical test that confirms the theoretical results.


Author(s):  
M. Cody Priess ◽  
Jongeun Choi ◽  
Clark Radcliffe

In this paper, we have developed a method for determining the control intention in human subjects during a prescribed motion task. Our method is based on the solution to the inverse LQR problem, which can be stated as: does a given controller K describe the solution to a time-invariant LQR problem, and if so, what weights Q and R produce K as the optimal solution? We describe an efficient Linear Matrix Inequality (LMI) method for determining a solution to the general case of this inverse LQR problem when both the weighting matrices Q and R are unknown. Additionally, we propose a gradient-based, least-squares minimization method that can be applied to approximate a solution in cases when the LMIs are infeasible. We develop a model for an upright seated-balance task which will be suitable for identification of human control intent once experimental data is available.


2018 ◽  
Vol 19 (1) ◽  
pp. 109
Author(s):  
Gaurav Kumar ◽  
Ashok Kumar ◽  
Ravi S. Jakka

In the linear quadratic regulator (LQR) problem, the generation of control force depends on the components of the control weighting matrix R. The value of R is determined while designing the controller and remains the same later. Amid a seismic event, the responses of the structure may change depending the quasi-resonance occurring between the structure and the earthquake signal. In this situation, it is essential to update the value of R for conventional LQR controller to get optimum control force to mitigate the vibrations due to the earthquake. Further, the constant value of the weighting matrix R leads to the wastage of the resources using larger force unnecessarily where the structural responses are smaller. Therefore, in the quest of utilizing the resources wisely and to determine the optimized value of the control weighting matrix R for LQR controller in real time, a maximum predominant period τpmax and particle swarm optimization-based method is presented here. This method comprises of four different algorithms: particle swarm optimization (PSO), maximum predominant period approach τpmax to find the dominant frequency for each window, clipped control algorithm (CO) and LQR controller. The modified Bouc-Wen phenomenological model is taken to recognize the nonlinearities in the MR damper. The assessment of the advised method is done on a three-story structure having a MR damper at ground floor subjected to three different near fault historical earthquake time histories. The outcomes are equated with those of simple conventional LQR. The results establish that the advised methodology is more effective than conventional LQR controllers in reducing inter-story drift, relative displacement, and acceleration response.


2014 ◽  
Vol 47 (3) ◽  
pp. 2462-2470
Author(s):  
José De Doná ◽  
Claus Müller ◽  
Ryan McCloy
Keyword(s):  

1990 ◽  
Vol 112 (4) ◽  
pp. 574-585
Author(s):  
Suhada Jayasuriya ◽  
Chang-Doo Kee

The “Quantitative Pole Placement” (QPP) identified in the context of guaranteed tracking in the sense of spheres is considered. At the center of this design philosophy is the need for directly satisfying performance specifications in uncertain, nonlinear systems. In the literature, this pole placement relies on trial and error. A systematic procedure is proposed for such pole placement when the nominal linear part of the uncertain nonlinear system is minimum phase. The approach to the problem is based on the standard LQR problem formulation. The preferred pole locations that minimize the critical operator norm needed for the success of the QPP formulation are conjectured to be a perturbed version of the Butterworth pole configuration. The results are applied to a 3 d.o.f. robotic manipulator.


1984 ◽  
Vol 39 (3) ◽  
pp. 507-515 ◽  
Author(s):  
U. B. DESAI ◽  
H. L. WEINERT

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