Explicit sub-optimal linear quadratic regulation with state and input constraints (Q1614350)

From MaRDI portal
Revision as of 03:09, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Explicit sub-optimal linear quadratic regulation with state and input constraints
scientific article

    Statements

    Explicit sub-optimal linear quadratic regulation with state and input constraints (English)
    0 references
    0 references
    0 references
    5 September 2002
    0 references
    A suboptimal strategy for explicit off-line design of linear-quadratic controllers subject to state and input constraints is derived. The Hamilton-Jacobi-Bellmann (HJB) equation of the problem is decomposed into two nested parts. The inner part of the HJB equation involves only equality constraints. Its solution is an affine state feedback. The outer part of the HJB equation is a discrete optimization problem over all allowed active constraint set sequences which can be also solved off-line or reduced to a simpler problem and then solved efficiently in real-time. It is demonstrated that the proper choice of a finite horizon will lead to the significant reduction in the complexity of the state-space partitioning. Some other aspects of suboptimality, computational complexity and real-time implementation are also discussed.
    0 references
    predictive control
    0 references
    Hamilton-Jacobi-Bellmann equation
    0 references
    constrained control
    0 references
    optimal control
    0 references
    linear systems
    0 references
    suboptimal strategy
    0 references
    off-line design
    0 references
    linear-quadratic controllers
    0 references
    input constraints
    0 references
    discrete optimization
    0 references
    finite horizon
    0 references
    computational complexity
    0 references
    real-time implementation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references