The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control

The purpose of this paper is to investigate the role that the so-called constrained generalized Riccati equation plays within the context of continuous-time singular linear–quadratic (LQ) optimal control. This equation has been defined following the analogy with the discrete-time setting. However, while in the discrete-time case the connections between this equation and the linear–quadratic optimal control problem has been thoroughly investigated, to date very little is known on these connections in the continuous-time setting. This note addresses this point. We show, in particular, that when the continuous-time constrained generalized Riccati equation admits a solution, the corresponding linear–quadratic problem admits an impulse-free optimal control. We also address the corresponding infinite-horizon LQ problem for which we establish a similar result under the additional constraint that there exists a control input for which the cost index is finite.     

A generalized reaching-law-based discrete-time integral sliding-mode controller with matched/mismatched disturbance attenuation

A generalized reaching-law-based (RL-based) discrete-time integral sliding-mode controller, which is versatile for either matched or mismatched disturbances, is designed in this paper to obtain high output tracking accuracy and avoid tremendous control efforts. Specifically, a disturbance decomposition-based discrete-time integral sliding surface is designed, and a generalized discrete-time reaching law is established. Different from the existing integral sliding surfaces, the proposed sliding surface synthesizes a disturbance-related integral term that is defined based on disturbance decomposition; this is crucial to the disturbance attenuation. Moreover, different from the available discrete-time reaching laws, the proposed reaching law introduces an adaptive exponential term into the control gains, and hence, the conventional RL-based discrete-time integral sliding-mode control (DISMC) and the equivalent-control-based (EC-based) DISMC can be integrated. Rigorous analysis shows that the closed-loop system is stable, the control effort can be satisfactory, and the steady-state output tracking accuracy is of order $O(T^2)$ for both matched and mismatched disturbances. The proposed method is proven effective through numerical simulations.     

LQ tracking and disturbance rejecting with invariant zeros on the unit circle

A solution of the problem of optimal linear-quadratic (LQ) tracking and disturbance rejecting with invariant zeros on the unit circle of the plant is given, under a quite general assumption. For that purpose, we transform this problem to a problem of LQ control of an unstabilisable plant by augmentation, and then deal with weakly stabilising controls, defined as the controls such that the unstable modes of the closed-loop system are at most the unstabilisable modes of the augmented pair (A, B).

Then we solve the transformed problem by the newly introduced minimal rank weakly stabilising solution of the most general discrete-time algebraic Riccati system (DARS), associated with the system given by matrix quadruple (A, B, C, D), with unstabilisable matrix pair (A, B).

We show and illustrate by examples that there is a class of LQ tracking problems in the presence of disturbances, which cannot be solved by the existing methods, but can be solved by the introduced minimal rank weakly stabilising solution of the DARS.     

LQ optimal control for a class of pulse width modulated systems

We consider linear quadratic optimal control for a class of pulse width modulated systems. The problem is motivated from a practical application—digital control of switching power converters. The control synthesis problem is posed based on a sampled data model of the original switching dynamics and a linear quadratic criterion that takes the intersampling behavior into account.     

非线性离散系统的近似最优跟踪控制

研究非线性离散系统的最优跟踪控制问题. 通过在由最优控制问题所导致的非线性两点边值问题中引入灵敏度参数, 并对它进行Maclaurin级数展开, 将原最优跟踪控制问题转化为一族非齐次线性两点边值问题. 得到的最优跟踪控制由解析的前馈反馈项和级数形式的补偿项组成. 解析的前馈反馈项可以由求解一个Riccati差分方程和一个矩阵差分方程得到. 级数补偿项可以由一个求解伴随向量的迭代算法近似求得. 以连续槽式反应器为例进行仿真验证了该方法的有效性．     

Linear-quadratic discrete-time control and constant directions

The general linear-quadratic discrete-time minimization problem is studied, in which no restrictions are placed on the singularity or otherwise of certain matrices, or the appearance of cross-product terms in the performance indices. Constant directions are characterized in a number of ways, and an algorithm is presented for replacing a prescribed problem with constant directions by one of lower state and/or control dimension, lacking constant directions. The replacement is achieved using a series of state and input co-ordinate basis changes, and allows simplification of the calculations obtaining the optimal control law and performance index of the original problem.     

LQ (optimal) control of hyperbolic PDAEs

The linear quadratic control synthesis for a set of coupled first-order hyperbolic partial differential and algebraic equations is presented by using the infinite-dimensional Hilbert state-space representation of the system and the well-known operator Riccati equation (ORE) method. Solving the algebraic equations and substituting them into the partial differential equations (PDEs) results in a model consisting of a set of pure hyperbolic PDEs. The resulting PDE system involves a hyperbolic operator in which the velocity matrix is spatially varying, non-symmetric, and its eigenvalues are not necessarily negative through of the domain. The C₀-semigroup generation property of such an operator is proven and it is shown that the generated C₀-semigroup is exponentially stable and, consequently, the ORE has a unique and non-negative solution. Conversion of the ORE into a matrix Riccati differential equation allows the use of a numerical scheme to solve the control problem.     

Theoretical developments in discrete-time control

Significant theoretical developments in discrete-time control over the past 10–15 years are reviewed. Topics reviewed include optimal control, Riccati equations, controllability, stability, robustness, deadbeat control, minimum-time systems, sampling, quantization, microprocessor implementation, and stochastic systems. Emphasis is placed on topics that are peculiar to discrete-time systems and do not generalize from continuous-time theory.     

Asymptotic expansions for game-theoretic Riccati equations and stabilization with disturbance attenuation for singularly perturbed systems

If the systems to be controlled are singularly perturbed, then the Riccati equations which appear in H_∞ problems are difficult to solve due to the presence of the small parameter.

The present paper describes and validates asymptotic expansions, showing how they may be used in H_∞ control. Furthermore, we construct a composite controller based on the solution of slow and fast problems, which guarantees a desired achievable performance level for the full-order plant as approaches zero.     

Continuous-time singular linear–quadratic control: Necessary and sufficient conditions for the existence of regular solutions

The purpose of this paper is to provide a full understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear–quadratic (LQ) optimal control. Indeed, in spite of the vast literature on LQ problems, only recently a sufficient condition for the existence of a non-impulsive optimal control has for the first time connected this equation with the singular LQ optimal control problem. In this paper, we establish four equivalent conditions providing a complete picture that connects the singular LQ problem with the constrained generalized continuous algebraic Riccati equation and with the geometric properties of the underlying system.     

Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems

This paper discusses discrete-time stochastic linear quadratic (LQ) problem in the infinite horizon with state and control dependent noise, where the weighting matrices in the cost function are assumed to be indefinite. The problem gives rise to a generalized algebraic Riccati equation (GARE) that involves equality and inequality constraints. The well-posedness of the indefinite LQ problem is shown to be equivalent to the feasibility of a linear matrix inequality (LMI). Moreover, the existence of a stabilizing solution to the GARE is equivalent to the attainability of the LQ problem. All the optimal controls are obtained in terms of the solution to the GARE. Finally, we give an LMI -based approach to solve the GARE via a semidefinite programming.     

受扰非线性离散系统的前馈反馈最优控制

利用逐次逼近法研究含外部扰动的非线性离散系统的线性二次型前馈反馈最优控制问题.首先将系统的最优控制问题转化为非线性两点边值问题族.其次,构造了该问题族的由精确线性项和非线性补偿项组成的解序列,并证明了解序列一致收敛到系统的最优解.最后,通过截取最优控制序列解中非线性补偿项的有限项,得到系统的前馈反馈次优控制(FFSOC)律及设计算法.仿真算例表明,该算法容易实现,且对抑制外部扰动的鲁棒性优于经典的反馈次优控制(FSOC).     

Composite control of a class of nonlinear singularly perturbed discrete-time systems via D-SDRE

In this paper, the regulation problem of a class of nonlinear singularly perturbed discrete-time systems is investigated. Using the theory of singular perturbations and time scales, the nonlinear system is decoupled into reduced-order slow and fast (boundary layer) subsystems. Then, a composite controller consisting of two sub-controllers for the slow and fast subsystems is developed using the discrete-time state-dependent Riccati equation (D-SDRE). It is proved that the equilibrium point of the original closed-loop system with a composite controller is locally asymptotically stable. Moreover, the region of attraction of the closed-loop system is estimated by using linear matrix inequality. One example is given to illustrate the effectiveness of the results obtained.     

LQ suboptimal decentralised controllers with disturbance rejection property for hierarchical systems

This article is concerned with decentralised output regulation of hierarchical systems subject to input and output disturbances. It is assumed that the disturbance can be represented as the output of an autonomous linear time invariant (LTI) system with an unknown initial state. The primary objective is to design a decentralised controller with the property that not only does it reject the degrading effect of the disturbance on the output (to achieve a satisfactory steady-state performance), it also results in a small linear quadratic (LQ) cost function (implying a good transient behaviour). To this end, the underlying problem is treated in two phases. In the first step, a number of modified systems are defined in terms of the original system. The problem of designing an LQ centralised controller which stabilises all the modified systems and rejects the disturbance in the original system is considered, and it is shown that this centralised controller can be found efficiently by solving a linear matrix inequality (LMI) problem. In the second step, a method recently presented in the literature is exploited to decentralise the designed centralised controller. It is shown that the obtained controller satisfies the prescribed design specifications including disturbance rejection. Finally, in a more pragmatic context, the system is assumed to be subject to input delay, and a robustness analysis is carried out accordingly. Simulation results elucidate the efficacy of the proposed control law.     

Constrained optimal estimation and control

A requirement of many multi-input multi-output control and estimation problems is a special structure of the gain matrix. This paper presents a constrained optimal method by which it is possible to constrain some elements of the gain matrix and to optimize the behaviour using the remaining parameters. Only linear constraints are considered and an algorithm based on a modified Riccati equation is obtained. The asymptotic solution for the steady state can be reduced to a sequence of classical Riccati equations by using an iterative approach. Numerical techniques have been found and computer programmes developed. Numerical examples are given.     

LQ optimal and reaching law-based sliding modes for inventory management systems

In this article, the theory of discrete sliding-mode control is used to design new supply strategies for periodic-review inventory systems. In the considered systems, the stock used to fulfil an unknown, time-varying demand can be replenished from a single supply source or from multiple suppliers procuring orders with different delays. The proposed strategies guarantee that demand is always entirely satisfied from the on-hand stock (yielding the maximum service level), and the warehouse capacity is not exceeded (which eliminates the cost of emergency storage). In contrast to the classical, stochastic approaches, in this article, we focus on optimising the inventory system dynamics. The parameters of the first control strategy are selected by minimising a quadratic cost functional. Next, it is shown how the system dynamical performance can be improved by applying the concept of a reaching law with the appropriately adjusted reaching phase. The stable, nonoscillatory behaviour of the closed-loop system is demonstrated and the properties of the designed controllers are discussed and strictly proved.     

Robust disturbance attenuation for uncertain nonlinear networked control systems

This paper considers the problem of robust disturbance attenuation for a class of uncertain nonlinear networked control systems. Takagi-Sugeno fuzzy models are firstly employed to describe the nonlinear plant. Markov processes are used to model the random network-induced delays and data packet dropouts. The Lyapunov-Razumikhin method has been used to derive such a controller for this class of nonlinear systems such that it is stochastically stabilizable with a disturbance attenuation level. Sufficient conditions for the existence of such a controller are derived in terms of the solvability of bilinear matrix inequalities. An iterative algorithm is proposed to change this non-convex problem into quasi-convex optimization problems, which can be solved effectively by available mathematical tools. The effectiveness of the proposed design methodology is verified by a numerical example.     

Output feedback networked control with persistent disturbance attenuation

This paper presents a model-based control approach for output feedback stabilization and disturbance attenuation of continuous time systems that transmit measurements over a limited bandwidth communication network. Necessary and sufficient conditions for asymptotic stability of the networked system in the presence of persistent external disturbances are given. The results in this paper provide a significant improvement in the performance of the system and provide a considerably reduction of the necessary network bandwidth with respect to similar approaches in the literature.     

Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations

In this article an iterative method to compute the maximal solution and the stabilising solution, respectively, of a wide class of discrete-time nonlinear equations on the linear space of symmetric matrices is proposed. The class of discrete-time nonlinear equations under consideration contains, as special cases, different types of discrete-time Riccati equations involved in various control problems for discrete-time stochastic systems. This article may be viewed as an addendum of the work of Dragan and Morozan (Dragan, V. and Morozan, T. (2009), ‘A Class of Discrete Time Generalized Riccati Equations’, Journal of Difference Equations and Applications, first published on 11 December 2009 (iFirst), doi: 10.1080/10236190802389381) where necessary and sufficient conditions for the existence of the maximal solution and stabilising solution of this kind of discrete-time nonlinear equations are given. The aim of this article is to provide a procedure for numerical computation of the maximal solution and the stabilising solution, respectively, simpler than the method based on the Newton–Kantorovich algorithm.     

LQ终端控制的生成函数法与Riccati变换法的等价性

通过定义线性哈密顿系统新形式的第3类生成函数, 建立了求解线性二次终端控制问题的生成函数方法与Riccati变换方法的直接联系, 并证明两种方法导出的最优控制律是等价的. 生成函数方法的优势在于可以灵活地处理边界约束条件. 本文根据Riccati变换方法沿时间逆向求解问题的特点, 定义了适于逆向正则变换的第3类生成函数, 用于求解哈密顿两点边值问题, 可得到用生成函数表示的最优控制律. 并通过验证生成函数方法所得最优控制律的各部分与Riccati变换法所得的结果相对应, 证明了两种方法所得控制律的等价性.