Structured and Reduced Dimension Explicit Linear Quadratic Regulators for Systems with Constraints
نویسنده
چکیده
It is studied how system structure can be utilized to derive reduced dimension multi-parametric quadratic programs that lead to sub-optimal explicit piecewise linear feedback solutions to the state and input constrained LQR problem. This results in a controller of lower complexity and associated computational advantages in the online implementation. At heart of the methods are state space projections using the singular value decomposition.
منابع مشابه
Support vector regression with random output variable and probabilistic constraints
Support Vector Regression (SVR) solves regression problems based on the concept of Support Vector Machine (SVM). In this paper, a new model of SVR with probabilistic constraints is proposed that any of output data and bias are considered the random variables with uniform probability functions. Using the new proposed method, the optimal hyperplane regression can be obtained by solving a quadrati...
متن کاملNumerical method for solving optimal control problem of the linear differential systems with inequality constraints
In this paper, an efficient method for solving optimal control problems of the linear differential systems with inequality constraint is proposed. By using new adjustment of hat basis functions and their operational matrices of integration, optimal control problem is reduced to an optimization problem. Also, the error analysis of the proposed method is nvestigated and it is proved that the orde...
متن کاملOptimal Finite-time Control of Positive Linear Discrete-time Systems
This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...
متن کاملAn inexact alternating direction method with SQP regularization for the structured variational inequalities
In this paper, we propose an inexact alternating direction method with square quadratic proximal (SQP) regularization for the structured variational inequalities. The predictor is obtained via solving SQP system approximately under significantly relaxed accuracy criterion and the new iterate is computed directly by an explicit formula derived from the original SQP method. Under appropriat...
متن کاملNonstandard explicit third-order Runge-Kutta method with positivity property
When one solves differential equations, modeling physical phenomena, it is of great importance to take physical constraints into account. More precisely, numerical schemes have to be designed such that discrete solutions satisfy the same constraints as exact solutions. Based on general theory for positivity, with an explicit third-order Runge-Kutta method (we will refer to it as RK3 method) pos...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2002