Linear quadratic control with input saturation
The paper considers the following control problem \[ \dot x= Ax+ b\sigma(u), \] where \(u\) is a scalar control and \(\sigma\) the saturation function with level 1. The following sub-optimal control is considered and solved: given the quadratic index \[ J(x_0, u)= \int^\infty_0 (x^* Qx+ r\sigma(u)^2) dt\qquad (Q> 0, r> 0) \] find the control \(u= k^*x\) such that \(J\) is minimized subject to the following restrictions a) \(\max\{0,|u|- 1\}\leq\rho\), b) the set \(x_\rho= \{x: x^*P_\rho x\leq \mu^2_\rho\}\) is invariant. Here \(P_\rho\) is the resulting value of \(J(x_0, u)\). A design procedure and performance analysis are included. For the entire collection see [Zbl 0966.00045].
- scientific article; zbMATH DE number 88705
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