A pseudo-inverting nested indefinite quadratic control for time-varying systems

Author

Nyman, Per-Ole

Author_Institution

Univ. Coll. of Narvik, Narvik

fYear

2007

fDate

9-13 July 2007

Firstpage

1970

Lastpage

1975

Abstract

A generalized pseudo-inverse based approach to discrete-time, finite horizon, linear quadratic control of time-varying systems is presented. The cost functional is a general sign-indefinite quadratic form, and the final state is constrained. Necessary and sufficient conditions for existence of a unique optimal solution are provided. Both the test for existence of a solution, as well its computation, decompose hierarchically to small size problems defined on a suitable subdivision of the time axis, thus rendering computational feasibility for problems too large to be handled directly.

Keywords

discrete time systems; linear quadratic control; time-varying systems; computational feasibility; discrete-time control; finite horizon control; generalized pseudo-inverse based approach; linear quadratic control; optimal solution; pseudo-inverting nested indefinite quadratic control; sign-indefinite quadratic form; time axis; time-varying systems; Cities and towns; Control systems; Cost function; Large-scale systems; Least squares methods; Optimal control; Sufficient conditions; Symmetric matrices; Testing; Time varying systems; Time-varying systems; indefinite least squares; linear quadratic control; optimization;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2007. ACC '07

Conference_Location

New York, NY

ISSN

0743-1619

Print_ISBN

1-4244-0988-8

Electronic_ISBN

0743-1619

Type

conf

DOI

10.1109/ACC.2007.4283085

Filename

4283085