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An extended linear quadratic regulator for LTI systems with exogenous inputs

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
0005-1098
10-16
Singh, Abhinav Kumar
6df7029f-21e3-4a06-b5f7-da46f35fc8d3
Pal, Bikash C.
c062978e-53eb-4d5d-ace8-746ccafa5fb0
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, 10-16. (doi:10.1016/j.automatica.2016.10.014).

Record type: Article

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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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
ORCID for Abhinav Kumar Singh: ORCID iD orcid.org/0000-0003-3376-6435

Catalogue record

Date deposited: 21 May 2019 16:30
Last modified: 07 Oct 2020 02:24

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Contributors

Author: Abhinav Kumar Singh ORCID iD
Author: Bikash C. Pal

University divisions

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