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Model-based and model-free designs for an extended continuous-time LQR with exogenous inputs.
- Source :
-
Systems & Control Letters . Aug2021, Vol. 154, pN.PAG-N.PAG. 1p. - Publication Year :
- 2021
-
Abstract
- We present an extended linear quadratic regulator (LQR) design for continuous-time linear time invariant (LTI) systems in the presence of exogenous inputs with a novel feedback control structure. We first propose a model-based solution with cost minimization guarantees for states and inputs using dynamic programming (DP) that out-performs classical LQR with exogenous inputs. The control law consists of a combination of the optimal state feedback and an additional optimal term which is dependent on the exogenous inputs. The control gains for the two components are obtained by solving a set of matrix differential equations. We provide these solutions for both finite horizons and steady state cases. In the second part of the paper, we formulate a reinforcement learning (RL) based algorithm which does not need any model information except the input matrix, and can compute approximate steady-state extended LQR gains using measurements of the states, the control inputs, and the exogenous inputs. Both model-based and data-driven optimal control algorithms are tested with a numerical example under different exogenous inputs showcasing the effectiveness of the designs. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01676911
- Volume :
- 154
- Database :
- Academic Search Index
- Journal :
- Systems & Control Letters
- Publication Type :
- Academic Journal
- Accession number :
- 151467359
- Full Text :
- https://doi.org/10.1016/j.sysconle.2021.104983