Optimal control of LQR for discrete time-varying systems with input delays
Yue-Zhu Yin,
Zhong-Lian Yang,
Zhi-Xiang Yin and
Feng Xu
International Journal of Systems Science, 2018, vol. 49, issue 5, 1021-1031
Abstract:
In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:tsysxx:v:49:y:2018:i:5:p:1021-1031
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DOI: 10.1080/00207721.2018.1438535
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