Design of Constrained Optimal Controls for Linear Regulators with Incomplete Stage Feedback

摘要

The need for an auxiliary performance measure for the design of constrained optimal controls for linear regulators is shown. Several auxiliary performance measures are compared, and the maximum of the absolute degradation over the admissible initial states is selected as the auxiliary performance measure. Computational algorithms which make extensive use of existing library subprograms are developed for the design of constrained optimal controls in those cases where the control vector is specified as constant or piecewise-constant linear feedback of the output vector. Numerical examples including a third-order system and a time-varying system are given to illustrate the applications of the proposed algorithms. (Author)