IEICE TRANSACTIONS on Fundamentals
Discrete-Time Linear Quadratic Optimal Control via Double Generating Functions
Summary :
This paper develops the double generating function method for the discrete-time linear quadratic optimal control problem. This method can give generators for optimal solutions only in terms of pre-computed coefficients and boundary conditions, which is useful for the on-line repetitive computation for different boundary conditions. Moreover, since each generator contains inverse terms, the invertibility analysis is also performed to conclude that the terms in the generators constructed by double generating functions with opposite time directions are invertible under some mild conditions, while the terms with the same time directions will become singular when the time goes infinity which may cause instability in numerical computations. Examples demonstrate the effectiveness of the developed method.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E98-A No.3 pp.833-842
- Publication Date
- 2015/03/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1587/transfun.E98.A.833
- Type of Manuscript
- PAPER
- Category
- Systems and Control
Authors
Dijian CHEN
Nagoya University
Zhiwei HAO
Harbin Institute of Technology
Kenji FUJIMOTO
Kyoto University
Tatsuya SUZUKI
Nagoya University
Keyword
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Dijian CHEN, Zhiwei HAO, Kenji FUJIMOTO, Tatsuya SUZUKI, "Discrete-Time Linear Quadratic Optimal Control via Double Generating Functions" in IEICE TRANSACTIONS on Fundamentals,
vol. E98-A, no. 3, pp. 833-842, March 2015, doi: 10.1587/transfun.E98.A.833.
Abstract: This paper develops the double generating function method for the discrete-time linear quadratic optimal control problem. This method can give generators for optimal solutions only in terms of pre-computed coefficients and boundary conditions, which is useful for the on-line repetitive computation for different boundary conditions. Moreover, since each generator contains inverse terms, the invertibility analysis is also performed to conclude that the terms in the generators constructed by double generating functions with opposite time directions are invertible under some mild conditions, while the terms with the same time directions will become singular when the time goes infinity which may cause instability in numerical computations. Examples demonstrate the effectiveness of the developed method.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E98.A.833/_p
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@ARTICLE{e98-a_3_833,
author={Dijian CHEN, Zhiwei HAO, Kenji FUJIMOTO, Tatsuya SUZUKI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Discrete-Time Linear Quadratic Optimal Control via Double Generating Functions},
year={2015},
volume={E98-A},
number={3},
pages={833-842},
abstract={This paper develops the double generating function method for the discrete-time linear quadratic optimal control problem. This method can give generators for optimal solutions only in terms of pre-computed coefficients and boundary conditions, which is useful for the on-line repetitive computation for different boundary conditions. Moreover, since each generator contains inverse terms, the invertibility analysis is also performed to conclude that the terms in the generators constructed by double generating functions with opposite time directions are invertible under some mild conditions, while the terms with the same time directions will become singular when the time goes infinity which may cause instability in numerical computations. Examples demonstrate the effectiveness of the developed method.},
keywords={},
doi={10.1587/transfun.E98.A.833},
ISSN={1745-1337},
month={March},}
Copy
TY - JOUR
TI - Discrete-Time Linear Quadratic Optimal Control via Double Generating Functions
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 833
EP - 842
AU - Dijian CHEN
AU - Zhiwei HAO
AU - Kenji FUJIMOTO
AU - Tatsuya SUZUKI
PY - 2015
DO - 10.1587/transfun.E98.A.833
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E98-A
IS - 3
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - March 2015
AB - This paper develops the double generating function method for the discrete-time linear quadratic optimal control problem. This method can give generators for optimal solutions only in terms of pre-computed coefficients and boundary conditions, which is useful for the on-line repetitive computation for different boundary conditions. Moreover, since each generator contains inverse terms, the invertibility analysis is also performed to conclude that the terms in the generators constructed by double generating functions with opposite time directions are invertible under some mild conditions, while the terms with the same time directions will become singular when the time goes infinity which may cause instability in numerical computations. Examples demonstrate the effectiveness of the developed method.
ER -
English
