Minimising conservatism in infinite-horizon LQR control

Ognjen Marjanovic, Barry Lennox, Peter Goulding, David Sandoz

    Research output: Contribution to journalArticlepeer-review

    Abstract

    This paper studies the formulation of the constrained infinite horizon linear quadratic regulator control law (CIHLQR). Results from recent studies in this area are extended to show that conditions used in the standard formulation of the CIHLQR law are not necessary, but merely sufficient. Through the use of a novel proof it is shown that for a general SISO system with input constraints and certain conditions imposed, saturated LQR provides the same control sequence as CIHLQR. It is further shown that saturated LQR is equivalent to the CIHLQR in the case of first-order systems, subject to both state and control constraints. Finally, the region of constrained stabilisability is characterised for the case of open-loop unstable first-order systems. © 2002 Elsevier Science B.V. All rights reserved.
    Original languageEnglish
    Pages (from-to)271-279
    Number of pages8
    JournalSystems and Control Letters
    Volume46
    Issue number4
    DOIs
    Publication statusPublished - 23 Jul 2002

    Keywords

    • Infinite horizon
    • Linear quadratic regulator
    • Model predictive control

    Fingerprint

    Dive into the research topics of 'Minimising conservatism in infinite-horizon LQR control'. Together they form a unique fingerprint.

    Cite this