Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays
Abstract
This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing us to derive the discrete equivalent of the continuous-time LQ-OCPs. Three numerical methods are introduced for solving proposed differential equations systems: 1) the ordinary differential equation (ODE) method, 2) the matrix exponential method, and 3) the step-doubling method. We implement a continuous-time model predictive control (CT-MPC) on a simulated cement mill system, and the objective function of the CT-MPC is discretized using the proposed LQ discretization scheme. The closed-loop results indicate that the CT-MPC successfully stabilizes and controls the simulated cement mill system, ensuring the viability and effectiveness of LQ discretization.
Cite
@article{arxiv.2404.08440,
title = {Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays},
author = {Zhanhao Zhang and Steen Hørsholt and John Bagterp Jørgensen},
journal= {arXiv preprint arXiv:2404.08440},
year = {2024}
}
Comments
This paper (7 pages) has been accepted by the 12th IFAC Symposium on Advanced Control of Chemical Processes (ADCHEM 2024)