This paper presents an efficient algorithin for coiiiputing the solution to the constrained infinite time linear quadratic regulator (CLQR) problem for discrete time systems. The algorithm coinbiiies multi-parametric quadratic programming with reachability analysis to obtain the optiinal piecewise affine (PWA) feedback law. The algorithm reduces the time necessary to compute the PWA solution fo...

A novel algorithm based on LQR approach is presented to optimally tune the gains of a PI controller of a first order plus time-delay system. In this algorithm the weighting matrices Q and R of the cost function are adjusted by the natural frequency and damping ratio of the closed–loop system. In order to prove the optimality of this algorithm, it is applied to a servo-hydraulic actuator with no...

The main advantage of pole placement technique is that it places all the poles at desired location using state feedback gain matrix. Using feedback, the poles of the system can be shifted so we can shape the closed loop characteristics of system to meet the design requirement. Even though pole placement method can give the desired characteristic but it does not guarantee a robust system. So con...

For discrete-time linear time invariant systems with constraints on inputs and states, we develop an algorithm to determine explicitly, the state feedback control law which minimizes a quadratic performance criterion. We show that the control law is piece-wise linear and continuous for both the "nite horizon problem (model predictive control) and the usual in"nite time measure (constrained line...

This paper presents an Iterative Linear Quadratic Regulator (ILQR) method for locally-optimal feedback control of nonlinear dynamical systems. The method is applied to a musculo-skeletal arm model with 10 state dimensions and 6 controls, and is used to compute energy-optimal reaching movements. Numerical comparisons with three existing methods demonstrate that the new method converges substanti...

Direct Current (DC) motors have been extensively used in many industrial applications. Therefore, the control of the speed of a DC motor is an important issue and has been studied since the early decades in the last century. This paper presents a comparison of time response specification between conventional ProportionalIntegral-Derivatives (PID) controller and Linear Quadratic Regulator (LQR) ...

The usual framework of control is the one given in probably the most studied control problem, stochastic regulator control problem, which deals with minimizing a performance index of a system governed by a set of differential equations. The stochastic linear regulator problem has been studied by many authors including Bensoussan [4], Fleming and Soner [9] for nondegenerate diffusions. Da Prato ...

We show that recently developed interior point methods for quadratic programming and linear complementarity problems can be put to use in solving discrete-time optimal control problems, with general pointwise constraints on states and controls. We describe interior point algorithms for a discrete time linear-quadratic regulator problem with mixed state/control constraints, and show how it can b...

The threat of climate change and diminishing fossil fuels demands nothing short of an energy revolution, a transformation which is already underway as renewable energy markets exhibit enormous and steady growth. This paper presents design of optimal control schemes for Wind Energy Conversion Systems (WECS) based on a time scale technique. The dynamics governing the mechanical components of a va...