DocumentCode
2259982
Title
Optimal control with limited controls
Author
Imer, Orhan C. ; Basar, Tamer
Author_Institution
GE Global Res., Niskayuna, NY
fYear
2006
fDate
14-16 June 2006
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2006
Conference_Location
Minneapolis, MN
Print_ISBN
1-4244-0209-3
Electronic_ISBN
1-4244-0209-3
Type
conf
DOI
10.1109/ACC.2006.1655371
Filename
1655371
Link To Document