Discrete-time Linear Optimal Control Research Articles

Optimal Control of Singularly Perturbed Linear Systems and Applications: High-Accuracy Techniques

Continuous-time linear optimal control systems discrete-time linear optimal control systems optimal control and filtering of multimodelling structures optimal control and filtering high-gain, cheap control, and small noise problems eigenvectorapproach for slow-fast decoupling additional topics.

Feasible control design for plants with discrete-time Markov jump parameters

A feasible control design method is proposed for plants with discrete-time Markov jump parameters such that practical specifications and constraints are satisfied. It is assumed that the Markov chain is not measured. The concept of feasible control is applied to compute a discrete-time linear optimal controller structure such that both time-domain and frequency-domain constraints are satisfied. The controller is parametrised by a diagonal state weighting matrix Q. A standard mathematical programming algorithm is used to compute the state weighting matrix Q such that the specifications are met. The synthesis procedure consists of the iterative solution of an equation where at each iteration step a discrete-time linear optimal control problem is solved.

Turbine generator laboratory model tests to damp torsional oscillations with supplementary signals

The improvement of generator stability by the use of supplementary signals into the voltage regulator and governor loops using discrete-time linear optimal control theory has been studied with particular emphasis on providing better damping for torsional oscillations. A multi-inertia laboratory model equipped with data acquisition and control computers was constructed to model the shaft dynamics of a 660 MW Drax turbine-generator. It is shown that the shaft torsional phenomena can be adequately simulated on a micro-synchronous-generator at least as far as the dominant shaft torsional modes of vibration are concerned. The practical implementation of multi-mode linear quadratic Gaussian (LQG) controllers has been shown to enhance system stability and provide better damping to the lower frequency torsional modes, which are those most susceptible to excitation.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

A decomposition technique for an optimal control problem with "PQDZ" cost and bounded controls

In this note we present a solution method for a discrete-time linear optimal control problem where the controls are bounded and both the states and controls have asymmetric costs with dead zones containing the nominal values. This model generalizes the well-known optimal control model for a linear system with symmetric (quadratic) objective functional. We transform the problem into an equivalent large quadratic programming problem with equality and inequality, constraints and decompose it into N simpler subproblems, each with very easily computed optimal solutions. Using a two-level approach suggested by Lasdon and Schoeffler [11] the optimal solution to the overall problem is obtained.

A general dynamic programming solution of discrete-time linear optimal control problems

An optimal control problem with linear dynamics and quadratic criterion is imbedded in a family of problems characterized by both initial and terminal points. The optimal value function is jointly quadratic in initial and terminal points, and the optimal control is jointly linear. Recursive formulas for the coefficients of these functions are developed. This generalized procedure can be used to solve several versions of the problem not solvable by the standard one-ended imbedding technique. In particular, a procedure doubling the number of stages at each iteration is given for problems with time-invariant coefficients.

A dual maximum principle for discrete-time linear systems with economic applications

A discrete-time linear optimal control problem with given initial and terminal times, state control constraints, and variable end points is set forth. Corresponding to this primal control problem, or maximization problem, is a dual linear control problem, or minimization problem. A dual maximum principle is proved with the aid of the duality theory of linear programming, where the dual of the Hamiltonian of the primal control problem is the Hamiltonian of the dual control problem. A discrete-time analog of the Hamilton-Jacobi equation is derived; and economic applications are discussed.