کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
753021 895487 2007 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solution of the input-constrained LQR problem using dynamic programming
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Solution of the input-constrained LQR problem using dynamic programming
چکیده انگلیسی

The input-constrained LQR problem is addressed in this paper; i.e., the problem of finding the optimal control law for a linear system such that a quadratic cost functional is minimised over a horizon of length N subject to the satisfaction of input constraints. A global solution (i.e., valid in the entire state space) for this problem, and for arbitrary horizon N, is derived analytically by using dynamic programming. The scalar input case is considered in this paper. Solutions to this problem (and to more general problems: state constraints, multiple inputs) have been reported recently in the literature, for example, approaches that use the geometric structure of the underlying quadratic programming problem and approaches that use multi-parametric quadratic programming techniques. The solution by dynamic programming proposed in the present paper coincides with the ones obtained by the aforementioned approaches. However, being derived using a different approach that exploits the dynamic nature of the constrained optimisation problem to obtain an analytical solution, the present result complements the previous methods and reveals additional insights into the intrinsic structure of the optimal solution.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Systems & Control Letters - Volume 56, Issue 5, May 2007, Pages 342–348
نویسندگان
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