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Optimal control of LQR for discrete time-varying systems with input delays

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  • Yue-Zhu Yin
  • Zhong-Lian Yang
  • Zhi-Xiang Yin
  • Feng Xu

Abstract

In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.

Suggested Citation

  • Yue-Zhu Yin & Zhong-Lian Yang & Zhi-Xiang Yin & Feng Xu, 2018. "Optimal control of LQR for discrete time-varying systems with input delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 49(5), pages 1021-1031, April.
    • Handle: RePEc:taf:tsysxx:v:49:y:2018:i:5:p:1021-1031
    DOI: 10.1080/00207721.2018.1438535
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