Minimal and non-minimal optimal fixed-order compensators for time-varying discrete-time systems

Using the minimality property of finite-horizon time-varying compensators, established in this paper, and the Moore–Penrose pseudo-inverse instead of the standard inverse, strengthened discrete-time optimal projection equations (SDOPE) and associated boundary conditions are derived for finite-horizo...

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Bibliographic Details
Published in:Automatica (Oxford) 2002, Vol.38 (1), p.157-165
Main Authors: Van Willigenburg, L.G., De Koning, W.L.
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control
Control system synthesis
Control theory. Systems
Exact sciences and technology
Leerstoelgroep Meet-, regel- en systeemtechniek
LQG
Optimal
Optimal control
PE&RC
Reduced-order
Systems and Control Group
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Summary:Using the minimality property of finite-horizon time-varying compensators, established in this paper, and the Moore–Penrose pseudo-inverse instead of the standard inverse, strengthened discrete-time optimal projection equations (SDOPE) and associated boundary conditions are derived for finite-horizon fixed-order LQG compensation. They constitute a two-point boundary value problem explicit in the LQG problem parameters which is equivalent to first-order necessary optimality conditions and which is suitable for numerical solution. The minimality property implies that minimal compensators have time-varying dimensions and that the finite-horizon optimal full-order compensator is not minimal. The use of the Moore–Penrose pseudo-inverse is further exploited to reveal that the optimal projection approach can be generalised, but only to partially include non-minimal compensators. Furthermore, the structure of the space of optimal compensators with arbitrary dimensions is revealed to a large extent. Max–min compensator dimensions are introduced and their significance in solving numerically the two-point boundary value problem is explained. The numerical solution is presented in a recently published companion paper, which relies on the results of this paper.
ISSN:0005-1098
1873-2836
DOI:10.1016/S0005-1098(01)00182-0