Linear Quadratic Regulation for Discrete-Time Systems with Input Delay: Spectral Factorization Approach

被引:0
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作者
Hongguo Zhao
Huanshui Zhang
Hongxia Wang
Chenghui Zhang
机构
[1] Shandong University,School of Control Science and Engineering
[2] Shenzhen University Town Xili,Shenzhen Graduate School, Harbin Institute of Technology
关键词
Diophantine equation; infinite-horizon LQR; reorganized innovation; spectral factorization; stochastic backwards systems;
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学科分类号
摘要
The infinite-horizon linear quadratic regulation (LQR) problem is settled for discrete-time 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.
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页码:46 / 59
页数:13
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