Optimal Control for Minimizing Inescapable Ellipsoids in Linear Periodically Time-Varying Systems Under Bounded Disturbances

Fuente: arXiv
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Autori principali: Dogadin, Egor, Peregudin, Alexey
Natura: Preprint
Pubblicazione: 2025
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author Dogadin, Egor
Peregudin, Alexey
author_facet Dogadin, Egor
Peregudin, Alexey
contents This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an integral-based measure of their size. To minimize this measure, we develop a differential Riccati equation-based approach that provides exact solutions for state-feedback, observer synthesis, and output-feedback control. A key component is a systematic procedure for determining the optimal time-varying parameter, reducing an infinite-dimensional optimization to a simple iterative process. A numerical example validates the method's effectiveness.
format Preprint
id arxiv_https___arxiv_org_abs_2509_04090
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Optimal Control for Minimizing Inescapable Ellipsoids in Linear Periodically Time-Varying Systems Under Bounded Disturbances
Dogadin, Egor
Peregudin, Alexey
Optimization and Control
Systems and Control
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an integral-based measure of their size. To minimize this measure, we develop a differential Riccati equation-based approach that provides exact solutions for state-feedback, observer synthesis, and output-feedback control. A key component is a systematic procedure for determining the optimal time-varying parameter, reducing an infinite-dimensional optimization to a simple iterative process. A numerical example validates the method's effectiveness.
title Optimal Control for Minimizing Inescapable Ellipsoids in Linear Periodically Time-Varying Systems Under Bounded Disturbances
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2509.04090