Linear-quadratic discrete-time control and constant directions |
| |
| Authors: | David J. Clements Brian D.O. Anderson |
| |
| Affiliation: | 1. Department of Electric Power Engineering, School of Electrical Engineering, University of New South Wales, P.O. Box 1, Kensington, N.S.W. 2033, Australia;2. Department of Electrical Engineering, University of Newcastle, N.S.W. 2308, Australia |
| |
| Abstract: | 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. |
| |
| Keywords: | Linear systems optimal control discrete time systems (Riccati equations) |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
