Optimal Control for Discrete-Time Systems under Bounded Disturbances
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866916400129376256 |
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| author | Dogadin, Egor Peregudin, Alexey Shirokih, Dmitriy |
| author_facet | Dogadin, Egor Peregudin, Alexey Shirokih, Dmitriy |
| contents | This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly observable sets. We provide exact solutions for state-feedback control and filtering problems, aligning with existing methods while offering improved computational efficiency. Moreover, our main contribution is the optimal solution to the output-feedback control problem for discrete-time systems which was not known before. Numerical simulations demonstrate the superiority of this result over previous sub-optimal ones. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_12252 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Optimal Control for Discrete-Time Systems under Bounded Disturbances Dogadin, Egor Peregudin, Alexey Shirokih, Dmitriy Systems and Control This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly observable sets. We provide exact solutions for state-feedback control and filtering problems, aligning with existing methods while offering improved computational efficiency. Moreover, our main contribution is the optimal solution to the output-feedback control problem for discrete-time systems which was not known before. Numerical simulations demonstrate the superiority of this result over previous sub-optimal ones. |
| title | Optimal Control for Discrete-Time Systems under Bounded Disturbances |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2409.12252 |