Linear quadratic regulation for systems with time‐varying delay |
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| Authors: | Huanshui Zhang Lihua Xie Wei Wang |
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| Affiliation: | 1. School of Control Science and Engineering, Shandong University, Jingshi Road 73, Jinan 250061, People's Republic of China;2. School of Electrical and Electronic Engineering, Nanyang Technological University, BLK S2 Singapore, Singapore;3. Shenzhen Graduate School, Harbin Institute of Technology, Shenzhen 518055, People's Republic of China |
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| Abstract: | In this paper we study the linear quadratic regulation (LQR) problem for discrete‐time systems with time‐varying delay in the control input channel. We assume that the time‐varying delay is of a known upper bound, then the LQR problem is transformed into the optimal control problem for systems with multiple input channels, each of which has single constant delay. The optimal controller is derived by establishing a duality between the LQR and a smoothing estimation for an associated system with a multiple delayed measurement. Copyright © 2009 John Wiley & Sons, Ltd. |
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| Keywords: | discrete‐time systems linear quadratic regulation time‐varying delay smoothing estimation Riccati difference equation |
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