Unified approach to linear quadratic regulator with time-scale property

Hardev Singh, Ronald H. Brown, D. Subbaram Naidu

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

A method for decomposition of unified (continuous/discrete) linear quadratic regulator with two-time-scale property is presented. The composite and the reduced-order controls are formulated in standard unified domain. By appropriate transformations, it is shown that the results of continuous-time (CT) and discrete-time (DT) obtained previously using two separate techniques, can be obtained by this single unified technique. With this method, there is no need to consider two-time scale systems in continuous and the discrete domains separately. This paper also presents some numerical examples to illustrate the theoretical results.

Original languageEnglish (US)
Pages (from-to)1-16
Number of pages16
JournalOptimal Control Applications and Methods
Volume22
Issue number1
DOIs
StatePublished - Jan 2001

Keywords

  • Algebraic Riccati equation
  • Composite control
  • Lyapunov equation
  • Optimal control
  • Shift-operator
  • Two-time-scale
  • Unified system
  • δ-operator

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