On linear quadratic optimal control of discrete-time complex-valued linear systems

DOI10.1002/OCA.2554zbMATH Open1467.93206arXiv1709.05033OpenAlexW2991886623WikidataQ126650668 ScholiaQ126650668MaRDI QIDQ5000763FDOQ5000763

Authors:

Publication date: 15 July 2021

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Abstract: We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an iterative algorithm was proposed to solve the discrete-time bimatrix Riccati equation associated with the LQR problem. It is shown that the proposed algorithm converges to the unique positive definite solution (bimatrix) to the bimatrix Riccati equation with appropriate initial conditions. With the help of this iterative algorithm, LQR problem for the antilinear system, which is a special case of complex-valued linear system, was carefully examined and three different Riccati equations based approaches were provided, namely, bimatrix Riccati equation, anti-Riccati equation and normal Riccati equation. The established approach is then used to solve the LQR problem for discrete-time time-delay system with one step state delay and a numerical example was used to illustrate the effectiveness of the proposed methods.

Full work available at URL: https://arxiv.org/abs/1709.05033

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zbMATH Keywords

Riccati equationstime-delay systemslinear optimal controlbimatrixcomplex-valued linear systems

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Delay control/observation systems (93C43)

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