Novel Results on Output-Feedback LQR Design
Artikel i vetenskaplig tidskrift, 2023
This paper provides novel developments in output-feedback stabilization for linear time-invariant systems within the linear quadratic regulator (LQR) framework. First, we derive the necessary and sufficient conditions for output-feedback stabilizability in connection with the LQR framework. Then, we propose a novel iterative Newton's method for output-feedback LQR design and a computationally efficient modified approach that requires solving only a Lyapunov equation at each iteration step. We show that the proposed modified approach guarantees convergence from a stabilizing state-feedback to a stabilizing output-feedback solution and succeeds in solving high dimensional problems where other, state-of-the-art methods, fail. Finally, numerical examples illustrate the effectiveness of the proposed methods.
Newton method
linear time-invariant system
Regulators
linear quadratic regulator
Electrical engineering
Symmetric matrices
output-feedback
Controller design
Linear matrix inequalities
stability
Sufficient conditions
Newton's method
Convergence
Författare
Adrian Ilka
Water Construction Company
Nikolce Murgovski
Chalmers, Elektroteknik, System- och reglerteknik
IEEE Transactions on Automatic Control
0018-9286 (ISSN) 1558-2523 (eISSN)
Vol. 68 9 5187-5200Ämneskategorier
Beräkningsmatematik
Reglerteknik
Signalbehandling
DOI
10.1109/TAC.2022.3218560