Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays

• Published in: IFAC-PapersOnLine Vol. 58; no. 14; pp. 874 - 880
• Main Authors: Zhang, Zhanhao, Hørsholt, Steen, Jørgensen, John Bagterp
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 2024
• Subjects: Linear Quadratic Optimal Control; Numerical Discretization; Time Delay Systems; Numerical Discretization; Linear Quadratic Optimal Control; Time Delay Systems
• ISSN: 2405-8963; 2405-8963
• DOI: 10.1016/j.ifacol.2024.08.447

This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing us to derive the discrete equivalent of the continuous-time LQ-OCPs. Three numerical methods are introduced for solving proposed differential equations systems: 1) the ordinary differential equation (ODE) method, 2) the matrix exponential method, and 3) the step-doubling method. We implement a continuous-time model predictive control (CT-MPC) on a simulated cement mill system, and the objective function of the CT-MPC is discretized using the proposed LQ discretization scheme. The closed-loop results indicate that the CT-MPC successfully stabilizes and controls the simulated cement mill system, ensuring the viability and effectiveness of LQ discretization.