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Title: Scope and generalization of the theory of linearly constrained linear regulator (English)
Author: d'Alessandro, Paolo
Author: de Santis, Elena
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 35
Issue: 6
Year: 1999
Pages: [707]-720
Summary lang: English
Category: math
Summary: A previous paper by the same authors presented a general theory solving (finite horizon) feasibility and optimization problems for linear dynamic discrete-time systems with polyhedral constraints. We derived necessary and sufficient conditions for the existence of solutions without assuming any restrictive hypothesis. For the solvable cases we also provided the inequative feedback dynamic system, that generates by forward recursion all and nothing but the feasible (or optimal, according to the cases) solutions. This is what we call a dynamic (or automatic) solution. The crucial tool for the development of the theory was the conical approach to linear programming, illustrated in detail in a recent book by the first author. Here we extend this theory in two different directions. The first consists in generalizations for more complex constraint structures. We carry out two cases of mixed input state constraints, yielding the dynamic solution for both of them. The second case is particularly interesting because it appears at first sight hopeless, but, again, resort to the conical approach provides the key to overcome the difficulty. The second direction consists in evaluating the possibility of obtaining at least one solution to problems in the present class, by means of linear, instead of inequative, feedback. We illustrate three mechanisms that exclude any linear solution. In the first the linear feedback cannot handle cases where the origin is in the constraining set for the state. In the second the linear feedback lacks the initial condition independence of the inequative solution. In the third the linear feedback cannot control the geometric multiplicity of eigenvalues of the system, and this prevents stabilization, when the constraint structure is such that we cannot allow the state to converge to the origin. These results clearly strengthen the significance and relevance of the theory of linear (optimal) regulator. (English)
Keyword: discrete-time system
Keyword: feedback dynamic system
Keyword: polyhedral constraints
Keyword: conical approach
Keyword: linear feedback
MSC: 49N05
MSC: 90C05
MSC: 90C90
MSC: 93B40
MSC: 93B50
MSC: 93C55
MSC: 93D15
idZBL: Zbl 1274.93231
idMR: MR1747971
Date available: 2009-09-24T19:29:26Z
Last updated: 2015-03-27
Stable URL:
Reference: [1] Blanchini F.: Ultimate boundedness control for uncertain discrete–time systems via set–induced Lyapunov functions.IEEE Trans. Automat. Control AC-39 (1994), 428–433 Zbl 0800.93754, MR 1265438, 10.1109/9.272351
Reference: [2] d’Alessandro P., Santis E. De: General closed loop optimal solutions for linear dynamic systems with linear constraints.J. Math. Systems, Estimation and Control 6 (1996), 2, 1–14 Zbl 0844.93054, MR 1649944
Reference: [3] d’Alessandro P.: A Conical Approach to Linear Programming, Scalar and Vector Optimization Problems.Gordon and Breach Science Publishers, 1997 Zbl 0912.90216, MR 1475216
Reference: [4] d’Alessandro P., Santis E. De: Controlled Invariance and Feedback Laws.Research Report no. R.99-31, Dept. of Electrical Engineering, University of L’Aquila, 1999 (submitted)
Reference: [5] Hennet J. C., Dorea C. E. T.: Invariant regulators for linear systems under combined input and state constraints.In: Proc. of 33rd IEEE Conference on Decision and Control, Lake Buena Vista 1994, pp. 1030–1035


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