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Singular LQ Control, Optimal PD Controller and Inadmissible Initial Conditions

机译:奇异LQ控制,最佳PD控制器和不可接受的初始条件

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摘要

We consider a classical control problem: the infinite horizon singular LQ problem, i.e., some inputs are unpenalized in the quadratic performance index. In this case, it is known that the slow dynamics is constrained to be in a proper subspace of the state-space, with the optimal input for the slow dynamics implementable by feedback. In this technical note we show that both the fast dynamics and the slow dynamics can be implemented by a feedback controller. Moreover, we show that the feedback controller cannot be a static feedback controller but can be PD, i.e., ${rm proportional}+{rm differentiate~exactly~once}$ , in the state. We show that the closed loop system is a singular descriptor state space system and we also characterize the conditions on the system/performance index for existence of inadmissible initial conditions, i.e., initial conditions that cause impulsive solutions. There are no inadmissible initial conditions in the controlled system if and only if in the strictly proper transfer matrix from the unpenalized inputs to the penalized states, there exists at least one maximal minor of relative degree equal to the number of unpenalized inputs. In addition to the above, we prove solvability of the infinite horizon singular LQ problem under milder assumptions than in the literature.
机译:我们考虑一个经典的控制问题:无限水平奇异LQ问题,即一些输入在二次性能指标中没有损失。在这种情况下,已知慢速动力学被约束在状态空间的适当子空间中,其中对于慢速动力学的最佳输入可通过反馈来实现。在本技术说明中,我们展示了快速动态和慢速动态均可通过反馈控制器实现。此外,我们表明反馈控制器不能是静态反馈控制器,而可以是PD,即 $ {rm比例} + {rm微分〜精确〜一次} $ ,处于该状态。我们证明了闭环系统是一个奇异的描述符状态空间系统,并且我们还针对存在不可接受的初始条件(即引起脉冲解的初始条件)的存在对系统/性能指标上的条件进行了刻画。当且仅当在从未惩罚输入到惩罚状态的严格正确的转移矩阵中,存在至少一个相对程度等于未惩罚输入数量的最大次要条件时,在受控系统中没有不允许的初始条件。除上述之外,我们在比文献更温和的假设下证明了无限地平线奇异LQ问题的可解性。

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