頁籤選單縮合
題 名 | Mixed Constrained Infinite Horizon Linear Quadratic Optimal Control |
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作 者 | Choi,Jinhoon; Lee,Kwang Soon; | 書刊名 | Asian Journal of Control |
卷 期 | 5:3 2003.09[民92.09] |
頁 次 | 頁412-418 |
分類號 | 448.942 |
關鍵詞 | Linear quadratic optimal control; Constrained systems; Linear discrete time systems; |
語 文 | 英文(English) |
英文摘要 | For a given initial state, a constrained infinite horizon linear quadratic optimal control problem can be reduced to a finite dimensional problem [12]. To find a conservative estimate of the size of the reduced problem, the existing algorithms require the on-line solutions of quadratic programs [10] or a linear program [2]. In this paper, we first show based on the Lyapunov theorem that the closed-loop system with a mixed constrained infinite horizon linear quadratic optimal control is exponentially stable on proper sets. Then the exponentially converging envelop of the closed-loop trajectory that can be computed off-line is employed to obtain a finite dimensional quadratic program equivalent to the mixed constrained infinite horizon linear quadratic optimal control problem without any on-line optimization. The example considered in [2] showed that the proposed algorithm identifies less conservative size estimate of the reduced problem with much less computation. |
本系統中英文摘要資訊取自各篇刊載內容。