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The Explicit Linear Quadratic Regulator for Constrained Systems

Bemporad, Alberto and Morari, Manfred and Dua, Vivek and Pistikopoulos, Efstratios N. The Explicit Linear Quadratic Regulator for Constrained Systems. Automatica, 38 (1). pp. 3-20. ISSN 0005-1098 (2002)

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For discrete-time linear time invariant systems with constraints on inputs and states, we develop an algorithm to determine explicitly, the state feedback control law which minimizes a quadratic performance criterion. We show that the control law is piece-wise linear and continuous for both the finite horizon problem (model predictive control) and the usual infinite time measure (constrained linear quadratic regulation). Thus, the on-line control computation reduces to the simple evaluation of an explicitly defined piecewise linear function. By computing the inherent underlying controller structure, we also solve the equivalent of the Hamilton–Jacobi–Bellman equation for discrete-time linear constrained systems. Control based on on-line optimization has long been recognized as a superior alternative for constrained systems. The technique proposed in this paper is attractive for a wide range of practical problems where the computational complexity of on-line optimization is prohibitive. It also provides an insight into the structure underlying optimization-based controllers.

Item Type: Article
Identification Number: 10.1016/S0005-1098(01)00174-1
Additional Information: This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor Per-Olof Gutman under the direction of Editor Tamer Basar
Uncontrolled Keywords: Piecewise linear controllers; Linear quadratic regulators; Constraints; Predictive control
Subjects: Q Science > QA Mathematics
T Technology > TJ Mechanical engineering and machinery
Research Area: Computer Science and Applications
Depositing User: Professor Alberto Bemporad
Date Deposited: 27 Jul 2011 09:05
Last Modified: 04 Aug 2011 07:29
URI: http://eprints.imtlucca.it/id/eprint/444

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