An iterative Newton's method for output-feedback LQR design for large-scale systems with guaranteed convergence
Paper in proceedings, 2019

The paper proposes a novel iterative output-feedback control design procedure, with necessary and sufficient stability conditions, for linear time-invariant systems within the linear quadratic regulator (LQR) framework. The proposed iterative method has a guaranteed convergence from an initial Lyapunov matrix, obtained for any stabilizing state-feedback gain, to a stabilizing output-feedback solution. Another contribution of the proposed method is that it is computationally much more tractable then algorithms in the literature, since it solves only a Lyapunov equation at each iteration step. Therefore, the proposed algorithm succeed in high dimensional problems where other, state-of-the-art methods fails. Finally, numerical examples illustrate the effectiveness of the proposed method.

Large-scale systems

Output-feedback

Newton's method

Linear Quadratic Regulator

optimal controller

Author

Adrian Ilka

Chalmers, Electrical Engineering, Systems and control, Mechatronics

Nikolce Murgovski

Chalmers, Electrical Engineering, Systems and control, Mechatronics

Jonas Sjöberg

Chalmers, Electrical Engineering, Systems and control, Mechatronics

2019 18th European Control Conference (ECC)

Vol. June 2019 4849-4854 8795752

17th European Control Conference
Naples, Italy,

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Subject Categories

Computational Mathematics

Control Engineering

Signal Processing

DOI

10.23919/ECC.2019.8795752

More information

Latest update

11/25/2019