Linear quadratic regulation for discrete-time systems with input delay: Spectral factorization approach

被引：2

作者：

Zhao, Hongguo ^{[1
]}

Zhang, Huanshui ^{[1
]}

Wang, Hongxia ^{[2
]}

Zhang, Chenghui ^{[1
]}

机构：

[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China

[2] Shenzhen Univ Town Xili, Harbin Inst Technol, Shenzhen Grad Sch, Shenzhen 518055, Peoples R China

来源：

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2008年 / 21卷 / 01期

基金：

中国国家自然科学基金;

关键词：

diophantine equation; infinite-horizon LQR; reorganized innovation; spectral factorization; stochastic backwards systems;

D O I：

10.1007/s11424-008-9065-2

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The infinite-horizon linear quadratic regulation (LQR) problem is settled for discrete-time systems with input delay. With the help of an autoregressive moving average (ARMA) innovation model, solutions to the underlying problem are obtained. The design of the optimal control law involves in resolving one polynomial equation and one spectral factorization. The latter is the major obstacle of the present problem, and the reorganized innovation approach is used to clear it up. The calculation of spectral factorization finally comes down to solving two Riccati equations with the same dimension as the original systems.

引用

页码：46 / 59

页数：14

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