Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays
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...
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Published in | IFAC-PapersOnLine Vol. 58; no. 14; pp. 874 - 880 |
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Abstract | 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. |
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AbstractList | 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. |
Author | Hørsholt, Steen Jørgensen, John Bagterp Zhang, Zhanhao |
Author_xml | – sequence: 1 givenname: Zhanhao surname: Zhang fullname: Zhang, Zhanhao – sequence: 2 givenname: Steen surname: Hørsholt fullname: Hørsholt, Steen – sequence: 3 givenname: John Bagterp surname: Jørgensen fullname: Jørgensen, John Bagterp email: jbjo@dtu.dk |
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Keywords | Numerical Discretization Linear Quadratic Optimal Control Time Delay Systems |
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Title | Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays |
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