LINEAR QUADRATIC REGULATION FOR DISCRETE-TIME SYSTEMS WITH INPUT DELAY:SPECTRAL FACTORIZATION APPROACH
LINEAR QUADRATIC REGULATION FOR DISCRETE-TIME SYSTEMS WITH INPUT DELAY:SPECTRAL FACTORIZATION APPROACH
摘要
The infinite-horizon linear quadratic regulation （LQR） problem is settled for discretetime systems with input delay. With the help of an autoregressive moving average （ARMA） innovation model, solutions to the underlying problem are obtained. The design of the optimal control law involves in resolving one polynomial equation and one spectral factorization. The latter is the major obstacle of the present problem, and the reorganized innovation approach is used to clear it up. The calculation of spectral factorization finally comes down to solving two Riccati equations with the same dimension as the original systems.
基金
the National Natural Science Foundation of China under Grant No.60574016
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