Decay rate estimations for linear quadratic optimal regulators

DOI10.1016/J.LAA.2013.08.030MaRDI QIDQ2435540zbMATH OpenOpenAlexFDO

Authors Daniel Estévez, Dmitry V. Yakubovich

Publication date 19 February 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.1786

zbMATH Keywords

exponential decayeigenvalue boundslinear quadratic regulatorcontinuous algebraic Riccati equationpole placement problem

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Pole and zero placement problems (93B55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Matrix equations and identities (15A24)

Abstract: Let $u(t)=-Fx(t)$ be the optimal control of the open-loop system $x^{\prime }(t)=Ax(t)+Bu(t)$ in a linear quadratic optimization problem. By using different complex variable arguments, we give several lower and upper estimates of the exponential decay rate of the closed-loop system $x^{\prime }(t)=(A-BF)x(t)$. Main attention is given to the case of a skew-Hermitian matrix $A$. Given an operator $A$, for a class of cases, we find a matrix $B$ that provides an almost optimal decay rate. We show how our results can be applied to the problem of optimizing the decay rate for a large finite collection of control systems $(A,B_j)$, $j=1,dots,N$, and illustrate this on an example of a concrete mechanical system. At the end of the article, we pose several questions concerning the decay rates in the context of linear quadratic optimization and in a more general context of the pole placement problem.

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Cited in

(2)

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