Title :
A gradient flow approach to computing a nonlinear quadratic optimal feedback gain matrix for discrete time systems
Author :
Cantoni, M.W. ; Teo, K.L. ; Sreeram, V.
Author_Institution :
Dept. of Electr. & Electron. Eng., Western Australia Univ., Nedlands, WA, Australia
Abstract :
Proposes an approach to solving infinite planning horizon quadratic optimal regulator problems with linear static state feedback, for discrete time systems. The approach is based on solving a sequence of approximate problems constructed by combining a finite horizon problem with an infinite horizon linear problem. A gradient flow based algorithm is derived to solve the approximate problems. As part of this, a new algorithm is derived for computing the gradient of the cost functional, based on a system of difference equations to be solved completely forward in time. A numerical example is presented
Keywords :
approximation theory; difference equations; discrete time systems; nonlinear control systems; nonlinear differential equations; optimal control; state feedback; difference equations; discrete time systems; finite horizon problem; gradient flow approach; infinite horizon linear problem; infinite planning horizon quadratic optimal regulator problems; linear static state feedback; nonlinear quadratic optimal feedback gain matrix; Cost function; Difference equations; Discrete time systems; Infinite horizon; Linear feedback control systems; Open loop systems; Optimal control; Regulators; Stability; State feedback;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411252
