Linear Quadratic Regulation for Discrete-Time Systems with Input Delay: Spectral Factorization Approach

被引:0
|
作者
Hongguo Zhao
Huanshui Zhang
Hongxia Wang
Chenghui Zhang
机构
[1] Shandong University,School of Control Science and Engineering
[2] Shenzhen University Town Xili,Shenzhen Graduate School, Harbin Institute of Technology
关键词
Diophantine equation; infinite-horizon LQR; reorganized innovation; spectral factorization; stochastic backwards systems;
D O I
暂无
中图分类号
学科分类号
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
收藏
页码:46 / 59
页数:13
相关论文
共 50 条
  • [1] LINEAR QUADRATIC REGULATION FOR DISCRETE-TIME SYSTEMS WITH INPUT DELAY:SPECTRAL FACTORIZATION APPROACH
    Hongguo ZHAO Huanshui ZHANG Hongxia WANG Chenghui ZHANG School of Control Science and Engineering
    Journal of Systems Science & Complexity, 2008, (01) : 46 - 59
  • [2] LINEAR QUADRATIC REGULATION FOR DISCRETE-TIME SYSTEMS WITH INPUT DELAY:SPECTRAL FACTORIZATION APPROACH
    Hongguo ZHAO Huanshui ZHANG Hongxia WANG Chenghui ZHANG School of Control Science and Engineering Shandong University Jinan China Shenzhen Graduate School Harbin Institute of Technology Shenzhen University Town Xili Shenzhen China School of Control Science and Engineering Shandong University Jinan China
    Journal of Systems Science and Complexity, 2008, 21 (01) : 46 - 59
  • [3] Linear quadratic regulation for discrete-time systems with input delay: Spectral factorization approach
    Zhao, Hongguo
    Zhang, Huanshui
    Wang, Hongxia
    Zhang, Chenghui
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 21 (01) : 46 - 59
  • [4] Linear Quadratic Regulation for Discrete-Time Stochastic Systems with Input Delay
    Song Xinmin
    Zhang Huanshui
    Xie Lihua
    PROCEEDINGS OF THE 27TH CHINESE CONTROL CONFERENCE, VOL 7, 2008, : 432 - 436
  • [5] Linear quadratic regulation for discrete-time systems with single input delay
    Yin, Yuezhu
    Zhang, Huanshui
    2006 CHINESE CONTROL CONFERENCE, VOLS 1-5, 2006, : 1901 - +
  • [6] Stochastic linear quadratic regulation for discrete-time linear systems with input delay
    Song, Xinmin
    Zhang, Huanshui
    Xie, Lihua
    AUTOMATICA, 2009, 45 (09) : 2067 - 2073
  • [7] Linear quadratic regulation for discrete-time systems with input delay and colored multiplicative noise
    Li, Hongdan
    Xu, Juanjuan
    Zhang, Huanshui
    SYSTEMS & CONTROL LETTERS, 2020, 143 (143)
  • [8] Linear quadratic regulation for discrete-time systems with multiplicative noises and input delays
    Zhang, Huanshui
    Xie, Lihua
    2006 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2006, 1-12 : 1718 - +
  • [9] Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
    Zhang, Huanshui
    Li, Lin
    Xu, Juanjuan
    Fu, Minyue
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 60 (10) : 2599 - 2613
  • [10] Linear quadratic regulation for discrete-time systems with multiplicative noise and multiple input delays
    Li, L.
    Zhang, H.
    Fu, M.
    OPTIMAL CONTROL APPLICATIONS & METHODS, 2017, 38 (03): : 295 - 316