Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Inverse optimal control for discrete-time finite-horizon Linear Quadratic Regulators
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0002-3905-0633
Department of Information Technology, Uppsala University, Uppsala, Sweden.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0003-0177-1993
2019 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 110, article id 108593Article in journal (Refereed) Published
Abstract [en]

In this paper, we consider the inverse optimal control problem for discrete-time Linear Quadratic Regulators (LQR), over finite-time horizons. Given observations of the optimal trajectories, or optimal control inputs, to a linear time-invariant system, the goal is to infer the parameters that define the quadratic cost function. The well-posedness of the inverse optimal control problem is first justified. In the noiseless case, when these observations are exact, we analyze the identifiability of the problem and provide sufficient conditions for uniqueness of the solution. In the noisy case, when the observations are corrupted by additive zero-mean noise, we formulate the problem as an optimization problem and prove that the solution to this problem is statistically consistent. The performance of the proposed method is illustrated through numerical examples.

Place, publisher, year, edition, pages
Elsevier Ltd , 2019. Vol. 110, article id 108593
Keywords [en]
Inverse optimal control, Linear Quadratic Regulator, Cost functions, Invariance, Linear control systems, Linear systems, Numerical methods, Optimal control systems, Time varying control systems, Finite time horizon, Inverse optimal control problems, Inverse-optimal control, Linear time invariant systems, Optimal trajectories, Optimization problems, Quadratic cost functions, Inverse problems
National Category
Other Mathematics Computer Sciences
Research subject
Applied and Computational Mathematics, Optimization and Systems Theory
Identifiers
URN: urn:nbn:se:kth:diva-263468DOI: 10.1016/j.automatica.2019.108593ISI: 000495491900014Scopus ID: 2-s2.0-85072573124OAI: oai:DiVA.org:kth-263468DiVA, id: diva2:1375631
Note

QC 20191205

Available from: 2019-12-05 Created: 2019-12-05 Last updated: 2019-12-10Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records BETA

Zhang, HanHu, Xiaoming

Search in DiVA

By author/editor
Zhang, HanHu, Xiaoming
By organisation
Optimization and Systems Theory
In the same journal
Automatica
Other MathematicsComputer Sciences

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 2 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf