Title :
Non-parametric linear quadratic optimal control in the frequency domain
Author :
Lovaas, Christian ; Goodwin, Graham C. ; Seron, María M.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Newcastle Univ., Callaghan, NSW
Abstract :
This paper presents a solution to the non-parametric linear quadratic optimal control problem in the frequency domain. Our motivation for pursuing this line of research includes: (i) standard tools are available for estimating non-parametric models of systems from real data; (ii) the new method treats cost functions defined on an infinite prediction horizon as opposed to, e.g., finite impulse response based methods and (iii) it offers the usual insights that arise from being able to work in the frequency domain
Keywords :
frequency-domain analysis; linear quadratic control; finite impulse response; frequency domain; infinite prediction horizon; nonparametric linear quadratic optimal control; Cost function; Frequency domain analysis; Frequency estimation; Frequency response; Hilbert space; Infinite horizon; Optimal control; Predictive models; State-space methods; Transfer functions;
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.2006.1656466
