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Minimising conservatism in infinite-horizon LQR control

机译:最小化无限水平LQR控制中的保守性

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This paper studies the formulation of the constrained infinite horizon linear quadratic regulator control law (CIHLQR). Results from recent studies in this area are extended to show that conditions used in the standard formulation of the CIHLQR law are not necessary, but merely sufficient. Through the use of a novel proof it is shown that for a general SISO system with input constraints and certain conditions imposed, saturated LQR provides the same control sequence as CIHLQR. It is further shown that saturated LQR is equivalent to the CIHLQR in the case of first-order systems, subject to both state and control constraints. Finally, the region of constrained stabilisability is characterised for the case of open-loop unstable first-order systems. (C) 2002 Elsevier Science B.V. All rights reserved. [References: 16]
机译:本文研究了约束无限地平线线性二次调节器控制律(CIHLQR)的制定。该领域最新研究的结果扩展到显示CIHLQR法标准制定中使用的条件不是必需的,而仅仅是足够的。通过使用新颖的证明,表明对于具有输入约束和特定条件的一般SISO系统,饱和LQR提供与CIHLQR相同的控制序列。进一步表明,在一阶系统的情况下,饱和LQR等效于CIHLQR,同时受状态和控制约束的影响。最后,针对开环不稳定的一阶系统的情况,描述了约束稳定性的区域。 (C)2002 Elsevier Science B.V.保留所有权利。 [参考:16]

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