scispace - formally typeset
Journal ArticleDOI

Optimal linear regulators: The discrete-time case

P. Dorato, +1 more
- 01 Dec 1971 - 
- Vol. 16, Iss: 6, pp 613-620
Reads0
Chats0
TLDR
In this paper the optimal discrete-time linear-quadratic regulator problem is carefully presented and the basic results are reviewed.
Abstract
In this paper the optimal discrete-time linear-quadratic regulator problem is carefully presented and the basic results are reviewed. Dynamic programming is used to determine the optimization equations. Special attention is given to problems unique to the discrete-time case; this includes, for example, the possibility of a singular system matrix and a singular control-effort weighting matrix. Some problems associated with sampled-data systems are also summarized, e.g., sensitivity to sampling time, and loss of controllability due to sampling. Computational methods for the solution of the optimization equations are outlined and a simple example is included to illustrate the various computational approaches.

read more

Citations
More filters
Book

Nonlinear Model Predictive Control

TL;DR: In this article, nonlinear model predictive control (NMPC) is interpreted as an approximation of infinite-horizon optimal control so that important properties like closed-loop stability, inverse optimality and suboptimality can be derived in a uniform manner.
Journal ArticleDOI

A Schur method for solving algebraic Riccati equations

TL;DR: In this article, a new algorithm for solving algebraic Riccati equations (both continuous-time and discrete-time versions) is presented, which is a variant of the classical eigenvector approach and uses instead an appropriate set of Schur vectors.
Journal ArticleDOI

Computing integrals involving the matrix exponential

TL;DR: A new algorithm for computing integrals involving the matrix exponential is given, which employs diagonal Pade approximation with scaling and squaring and is compared with existing techniques.
Journal ArticleDOI

Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria

TL;DR: In this paper, the optimal control for a discrete-time linear system with quadratic criterion functional is derived for the case where the system parameters are subject to a discretetime, discrete-state Markov process.
Journal ArticleDOI

Vision-Based Sensor and Navigation System for Autonomous Air Refueling

TL;DR: In this paper, a vision-based sensor and navigation system is introduced that enables precise and reliable probe-and-drogue autonomous aerial refueling for non-micro-sized unmanned aerial vehicles.
References
More filters
Journal ArticleDOI

On the general theory of control systems

TL;DR: In this paper, a general theory of control systems is outlined which answers many basic questions (what is controllable? why? how?) and gives a highly efficient method of computation.
Journal ArticleDOI

On pole assignment in multi-input controllable linear systems

TL;DR: In this paper, it was shown that controllability of an open-loop system is equivalent to the possibility of assigning an arbitrary set of poles to the transfer matrix of the closed loop system, formed by means of suitable linear feedback of the state.
Journal ArticleDOI

Matrix Quadratic Solutions

TL;DR: Matrix quadratic equation solution derivation applied in finding steady state solutions of Riccati differential equations with constant coefficients was applied in this article, where the solution was derived by using a linear combination of matrix quadratics and constant coefficients.
Journal ArticleDOI

An iterative technique for the computation of the steady state gains for the discrete optimal regulator

TL;DR: In this correspondence an algorithm is presented for computing the steady-state optimal feedback law of the discrete-time invariant linear regulator that converges quadratically in a neighborhood of the steady state.