DocumentCode :
1520759
Title :
On Computing Solutions to the Continuous Time Constrained Linear Quadratic Regulator 
Author :
Pannocchia, Gabriele ; Rawlings, James B. ; Mayne, David Q. ; Marquardt, Wolfgang
Author_Institution :
Dept. of Chem. Eng., Univ. of Pisa, Pisa, Italy
Volume :
55
Issue :
9
fYear :
2010
Firstpage :
2192
Lastpage :
2198
Abstract :
We propose in this note a method for computing the solution to the infinite horizon continuous-time constrained linear quadratic regulator. The method is based on two main ingredients: a multigrid method for placing a finite number of time intervals, and a piece-wise linear parameterization of the input within the intervals. The input values at the decision-time points and slopes within the time intervals are computed via quadratic programs (QPs). The grids are gradually refined to efficiently improve the accuracy of the solution, and the required matrices and vectors for all QPs are computed offline and stored to improve the online efficiency. Two examples are presented to show the main characteristics of the proposed method.
Keywords :
continuous time systems; linear quadratic control; quadratic programming; finite number; infinite horizon continuous-time constrained linear quadratic regulator; multigrid method; piecewise linear parameterization; quadratic programs; time intervals; Actuators; Continuous time systems; Grid computing; Infinite horizon; Piecewise linear techniques; Predictive control; Predictive models; Regulators; Time factors; Vectors; Constrained linear quadratic regulator (CLQR); continuous-time linear systems; model predictive control (MPC); quadratic programs (QPs);
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2010.2053478
Filename :
5491092
Link To Document :
