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Linear Quadratic Optimal Control of Continuous-Time LTI Systems With Random Input Gains
KTH, School of Electrical Engineering (EES), Automatic Control. Hong Kong Univ Sci & Technol, Peoples R China.
2016 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 61, no 7, 2008-2013 p.Article in journal (Refereed) PublishedText
Abstract [en]

This note studies the linear quadratic ( LQ) optimal control of continuous-time linear time-invariant systems with random gains imposed on the input channels. We start from the indefinite LQ problem, in which the cost weighting matrix can be indefinite. The definite LQ problem is discussed as a special case. The main novelty originates from the point of view that in networked control, designing the channels and controller jointly often leads to an easier problem and achieves better performance than designing them separately. Specifically, we formulate the LQ problem as a channel/controller co-design problem assuming that the channel capacities can be allocated among the input channels subject to an overall capacity constraint. Necessary and sufficient conditions are obtained for the well-posedness and the attainability of the indefinite LQ problem under a given channel capacity allocation satisfying the stabilization requirement. The optimal controller is given by a linear state feedback associated with the mean-square stabilizing solution of a modified algebraic Riccati equation.

Place, publisher, year, edition, pages
2016. Vol. 61, no 7, 2008-2013 p.
Keyword [en]
Channel resource allocation, channel/controller co-design, LQ optimal control, modified algebraic Riccati equation, networked control system
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-191030DOI: 10.1109/TAC.2015.2482960ISI: 000380028700031ScopusID: 2-s2.0-84977155278OAI: oai:DiVA.org:kth-191030DiVA: diva2:955532
Note

QC 20160825

Available from: 2016-08-25 Created: 2016-08-23 Last updated: 2016-08-25Bibliographically approved

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