Title :
Optimal control with limited controls
Author :
Imer, Orhan C. ; Basar, Tamer
Author_Institution :
GE Global Res., Niskayuna, NY
Abstract :
We consider a linear discrete-time optimal control problem where the control is limited in terms of the number of times it can be applied. We assume an additive quadratic performance criterion that does not penalize the control directly, and show that for a scalar plant driven by an independent additive Gaussian noise the optimal control is piecewise linear based on some offline computed thresholds on the optimal estimate of the plant state which can be generated by a Kalman filter
Keywords :
Gaussian noise; Kalman filters; discrete time systems; linear systems; optimal control; Kalman filter; additive Gaussian noise; additive quadratic performance criterion; linear discrete-time optimal control; Actuators; Additive noise; Control systems; Gaussian noise; Gaussian processes; Linear systems; Optimal control; Piecewise linear techniques; Recursive estimation; State estimation;
Conference_Titel :
American Control Conference, 2006
Conference_Location :
Minneapolis, MN
Print_ISBN :
1-4244-0209-3
Electronic_ISBN :
1-4244-0209-3
DOI :
10.1109/ACC.2006.1655371
