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Infinite horizon LQR for systems with multiple delays in a single input channel

Infinite horizon LQR for systems with multiple delays in a single input channel
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摘要 This paper is concerned with the linear quadratic regulation (LQR) problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided. This paper is concerned with the linear quadratic regulation (LQR) problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided.
出处 《控制理论与应用(英文版)》 EI 2010年第3期368-374,共7页
基金 supported by the National Natural Science Foundation of China (No.60828006) the National Natural Science Foundation for Distinguished Young Scholars of China (No.60825304) the Major State Basic Research Development Program of China (973 Program)(No.2009cb320600)
关键词 Input delay systems Linear quadratic regulation Riccati difference and differential equations Stability analysis Input delay systems Linear quadratic regulation Riccati difference and differential equations Stability analysis
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参考文献23

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