A multi-level computational framework which overcomes the dimensionality constraint intrinsic in the solution by pseudoinversion of the discrete-time finite horizon LQ optimal control problem with assigned final state is presented. Depending on design priorities, the algorithm can be based on either of two different nesting procedures: an additive procedure or a multiplicative procedure. In both cases, the solution of the infinite horizon problem can be retrieved if some rather extensive conditions are met. The algorithmic framework holds independently of the control weighting matrix being regular, singular, or zero. Moreover, the devised algorithm differs from those available in the literature in that it handles non-left-invertible systems with no further complications.
A multi-level algorithm for the finite horizon LQ optimal control problem with assigned final state: additive and multiplicative procedures / E. Zattoni. - ELETTRONICO. - (2006). (Intervento presentato al convegno 14th Mediterranean Conference on Control and Automation tenutosi a Ancona, Italy nel June 28-30, 2006) [10.1109/MED.2006.328747].
A multi-level algorithm for the finite horizon LQ optimal control problem with assigned final state: additive and multiplicative procedures
ZATTONI, ELENA
2006
Abstract
A multi-level computational framework which overcomes the dimensionality constraint intrinsic in the solution by pseudoinversion of the discrete-time finite horizon LQ optimal control problem with assigned final state is presented. Depending on design priorities, the algorithm can be based on either of two different nesting procedures: an additive procedure or a multiplicative procedure. In both cases, the solution of the infinite horizon problem can be retrieved if some rather extensive conditions are met. The algorithmic framework holds independently of the control weighting matrix being regular, singular, or zero. Moreover, the devised algorithm differs from those available in the literature in that it handles non-left-invertible systems with no further complications.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.