An extended linear quadratic regulator for LTI systems with exogenous inputs
An extended linear quadratic regulator for LTI systems with exogenous inputs
This paper proposes a cost effective control law for a linear time invariant (LTI) system having an extra set of exogenous inputs (or external disturbances) besides the traditional set of control inputs. No assumption is made with regard to a priori knowledge of the modeling equations for the exogenous inputs. The problem of optimal control for such a system is defined in the standard framework of linear quadratic control and an extended linear quadratic regulator (ELQR) is proposed as the solution to the problem. The ELQR approach is demonstrated through an example and is shown to be significantly more cost effective than currently available approaches for linear quadratic control.
Exogenous input, Extended linear quadratic regulator, External disturbance, Linear time invariant, Optimal control
10-16
Singh, Abhinav Kumar
6df7029f-21e3-4a06-b5f7-da46f35fc8d3
Pal, Bikash C.
c062978e-53eb-4d5d-ace8-746ccafa5fb0
1 February 2017
Singh, Abhinav Kumar
6df7029f-21e3-4a06-b5f7-da46f35fc8d3
Pal, Bikash C.
c062978e-53eb-4d5d-ace8-746ccafa5fb0
Singh, Abhinav Kumar and Pal, Bikash C.
(2017)
An extended linear quadratic regulator for LTI systems with exogenous inputs.
Automatica, 76, .
(doi:10.1016/j.automatica.2016.10.014).
Abstract
This paper proposes a cost effective control law for a linear time invariant (LTI) system having an extra set of exogenous inputs (or external disturbances) besides the traditional set of control inputs. No assumption is made with regard to a priori knowledge of the modeling equations for the exogenous inputs. The problem of optimal control for such a system is defined in the standard framework of linear quadratic control and an extended linear quadratic regulator (ELQR) is proposed as the solution to the problem. The ELQR approach is demonstrated through an example and is shown to be significantly more cost effective than currently available approaches for linear quadratic control.
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More information
Accepted/In Press date: 24 September 2016
e-pub ahead of print date: 5 December 2016
Published date: 1 February 2017
Keywords:
Exogenous input, Extended linear quadratic regulator, External disturbance, Linear time invariant, Optimal control
Identifiers
Local EPrints ID: 431012
URI: http://eprints.soton.ac.uk/id/eprint/431012
ISSN: 0005-1098
PURE UUID: 2ec5610e-4a2b-4f6b-b2a3-19b4f7d1f184
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Date deposited: 21 May 2019 16:30
Last modified: 18 Mar 2024 03:52
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Contributors
Author:
Abhinav Kumar Singh
Author:
Bikash C. Pal
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