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The Inconsistent Linear Quadratic Regulator

2021
In this chapter we study a simple time-inconsistent version of the linear quadratic regulator in continuous time. Time inconsistency enters through an explicit dependence on the initial state for the final quadratic term. Loosely speaking, we want to control a system such that the final state is close to the initial point while at the same time keeping
Tomas Björk   +2 more
openaire   +1 more source

Regression-Based Linear Quadratic Regulator

2018 IEEE International Conference on Robotics and Automation (ICRA), 2018
We present the Regression-based Linear Quadratic Regulator (R-LQR), a new approach for determining locally-optimal control feedback policies for robots with non-linear dynamics and non-quadratic cost functions. Our proposal uses a free-derivative algorithm based on local quadratic regressions to obtain the robot motion policy.
Hugo Carlos   +2 more
openaire   +1 more source

Linear–Quadratic Regulator Problems

1995
Abstract The “linear-quadratic regulator” (LQR) problem of optimal control has probably provided the greatest single stimulus for investigation of matrix Riccati equations in differential, difference, and algebraic forms. In this chapter the continuous and discrete LQR problems are to be outlined and then the solutions of these problems ...
Peter Lancaster, Leiba Rodman
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Fractional Order Linear Quadratic Regulator

2008 IEEE/ASME International Conference on Mechtronic and Embedded Systems and Applications, 2008
In this paper, we formulate the fractional linear quadratic regulator (LQR) problem. The analytical solution of fractional optimal control near the origin and infinity are derived. It is shown that the optimal control to the linear fractional system can be computed through the corresponding fractional Euler-Lagrange equations.
Yan Li, YangQuan Chen
openaire   +1 more source

Linear-quadratic regulator. I. a new solution

Automation and Remote Control, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Khlebnikov, M. V.   +2 more
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Jump linear quadratic regulator with controlled jump rates

IEEE Transactions on Automatic Control, 2001
Summary: This note deals with the class of continuous-time linear systems with Markovian jumps. We assume that the jump rates are controlled. Our purpose is to study the jump linear quadratic regulator for this class of systems. The structure of the optimal controller is established.
Boukas, E. K., Liu, Z. K.
openaire   +1 more source

Linear Quadratic Regulator for Autonomous Oscillation

2019 American Control Conference (ACC), 2019
A recent result on eigenstructure assignment allows for a linear feedback control to achieve desired autonomous periodic behavior for linear plants, where the oscillation pattern is characterized by a frequency and mode shape (relative amplitudes and phase-offsets). We develop an optimal control theory based on the general result that parametrizes such
D. Taylor Ludeke, Tetsuya Iwasaki
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The Continuous-Time Linear Quadratic Regulator

2021
In this chapter, we apply the dynamic programming theory to the continuous-time linear quadratic regulator problem (LQR). The LQR is a classical engineering problem and design technique in which a process has its settings optimized by minimizing a quadratic cost function.
Tomas Björk   +2 more
openaire   +1 more source

Optimal finite wordlength linear quadratic regulation

IEEE Transactions on Automatic Control, 1989
The authors consider the design of an LQG regulator, implemented in fixed-point arithmetic, which is optimized with respect to its state wordlength and structure. The approach extends previous design methods so that arithmetic errors are directly included.
D. Williamson, K. Kadiman
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Linear Quadratic Regulator Controller Design

2015
In this chapter, an optimal controller is designed using the linear quadratic regulator (LQR) method. In order to better evaluate the effect of disturbances on the obtained measurements, a Kalman filter is used. Initially, the controller is tested for a case where disturbances are absent.
Chingiz Hajiyev   +2 more
openaire   +1 more source

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