On the use of proper weighting in reference tracking optimal control with guaranteed DARE solvability

Peter Bauer, Balazs Kulcsar, J. Bokor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

The paper suggests to apply a proper output weight to achieve guaranteed Discrete Algebraic Riccati Equation (DARE) solvability of the LQ optimal control problem with output tracking. Usually a positive semi definite state weighting matrix (Q) is mentioned to be sufficient for solvable DARE. However, the literature also proposes more general rank conditions. The paper shows a sufficient condition to guarantee DARE solvability under output tracking problems, by the appropriate selection of a Q > 0 matrix. At output tracking quadratic problems Q results as a sparse matrix. Therefore, a special attention has to be carried on the output weighting strategy guaranteing DARE solvability for a class of linear and mostly integrating systems. Injecting additional weights, the closed system performance can be increased. The importance of the proper weighting strategy is illustrated with a numerical example where it has been pointed out that inappropriate weights leads to infeasible DARE.

Original languageEnglish
Title of host publication2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08
Pages901-906
Number of pages6
DOIs
Publication statusPublished - 2008
Event2008 Mediterranean Conference on Control and Automation, MED'08 - Ajaccio-Corsica, France
Duration: Jun 25 2008Jun 27 2008

Other

Other2008 Mediterranean Conference on Control and Automation, MED'08
CountryFrance
CityAjaccio-Corsica
Period6/25/086/27/08

Fingerprint

Riccati equations

Keywords

  • DARE solvability
  • LQ optimal
  • LTI
  • Output tracking control

ASJC Scopus subject areas

  • Control and Systems Engineering

Cite this

Bauer, P., Kulcsar, B., & Bokor, J. (2008). On the use of proper weighting in reference tracking optimal control with guaranteed DARE solvability. In 2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08 (pp. 901-906). [4602107] https://doi.org/10.1109/MED.2008.4602107

On the use of proper weighting in reference tracking optimal control with guaranteed DARE solvability. / Bauer, Peter; Kulcsar, Balazs; Bokor, J.

2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08. 2008. p. 901-906 4602107.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Bauer, P, Kulcsar, B & Bokor, J 2008, On the use of proper weighting in reference tracking optimal control with guaranteed DARE solvability. in 2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08., 4602107, pp. 901-906, 2008 Mediterranean Conference on Control and Automation, MED'08, Ajaccio-Corsica, France, 6/25/08. https://doi.org/10.1109/MED.2008.4602107
Bauer P, Kulcsar B, Bokor J. On the use of proper weighting in reference tracking optimal control with guaranteed DARE solvability. In 2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08. 2008. p. 901-906. 4602107 https://doi.org/10.1109/MED.2008.4602107
Bauer, Peter ; Kulcsar, Balazs ; Bokor, J. / On the use of proper weighting in reference tracking optimal control with guaranteed DARE solvability. 2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08. 2008. pp. 901-906
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