On the Relationship of Optimal State Feedback and Disturbance Response Controllers

MaRDI QIDQ6432466zbMATH OpenFDO

Authors Runyu Zhang, Yang Zheng, Weiyu Li, Na Li

Publication date 7 April 2023

Abstract: This paper studies the relationship between state feedback policies and disturbance response policies for the standard Linear Quadratic Regulator (LQR). For open-loop stable plants, we establish a simple relationship between the optimal state feedback controller $u_t=K_{s}tar{x}_t$ and the optimal disturbance response controller $u_t=L_{star;1}^{(H)}{w}_{t-1}+cdots+L_{star;H}^{(H)}{w}_{t-H}$ with $H$-order. Here $x_t,w_t,u_t$ stands for the state, disturbance, control action of the system, respectively. Our result shows that $L_{star,1}^{(H)}$ is a good approximation of $K_{s}tar$ and the approximation error $|K_{s}tar-L_{star,1}^{(H)}|$ decays exponentially with $H$. We further extend this result to LQR for open-loop unstable systems, when a pre-stabilizing controller $K_0$ is available.

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