Linear quadratic optimal control design: a novel approach based on krotov conditions

DOI10.1155/2019/9490512MaRDI QIDQ2298991zbMATH OpenOpenAlexFDO

Authors Avinash Kumar, Tushar Jain

Publication date 20 February 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/9490512

Mathematics Subject Classification ID

Optimality conditions for problems involving relations other than differential equations (49K21) Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Optimal feedback synthesis (49N35)

Review text

Summary: This paper revisits the problem of synthesizing the optimal control law for linear systems with a quadratic cost. For this problem, traditionally, the state feedback gain matrix of the optimal controller is computed by solving the Riccati equation, which is primarily obtained using calculus of variations- (CoV-) based and Hamilton-Jacobi-Bellman (HJB) equation-based approaches. To obtain the Riccati equation, these approaches require some assumptions in the solution procedure; that is, the former approach requires the notion of costates and then their relationship with states is exploited to obtain the closed-form expression of the optimal control law, while the latter requires \textit{a priori} knowledge regarding the optimal cost function. In this paper, we propose a novel method for computing linear quadratic optimal control laws by using the global optimal control framework introduced by V. F. Krotov. As shall be illustrated in this article, this framework does not require the notion of costates and any \textit{a priori} information regarding the optimal cost function. Nevertheless, using this framework, the optimal control problem gets translated to a nonconvex optimization problem. The novelty of the proposed method lies in transforming this nonconvex optimization problem into a convex problem. The convexity imposition results in a linear matrix inequality (LMI), whose analysis is reported in this work. Furthermore, this LMI reduces to the Riccati equation upon imposing optimality requirements. The insights along with the future directions of the work are presented and gathered at appropriate locations in this article. Finally, numerical results are provided to demonstrate the proposed methodology.

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Cited in

(1)

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