Decay rate estimations for linear quadratic optimal regulators

DOI10.1016/J.LAA.2013.08.030zbMATH Open1280.93033arXiv1201.1786OpenAlexW2055011230MaRDI QIDQ2435540FDOQ2435540

Authors: Daniel Estévez, Dmitry V. Yakubovich 

Publication date: 19 February 2014

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

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.

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

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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)

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