Optimal Control for Discrete-Time Systems under Bounded Disturbances
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly observable sets. We provide exact solutions for state-feedb...
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| creator | Dogadin, Egor Peregudin, Alexey Shirokih, Dmitriy |
| description | This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly observable sets. We provide exact solutions for state-feedback control and filtering problems, aligning with existing methods while offering improved computational efficiency. Moreover, our main contribution is the optimal solution to the output-feedback control problem for discrete-time systems which was not known before. Numerical simulations demonstrate the superiority of this result over previous sub-optimal ones. |
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| subjects | Control systems Discrete time systems Disturbances Exact solutions Feedback control Optimal control Output feedback State feedback |
| title | Optimal Control for Discrete-Time Systems under Bounded Disturbances |
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