Optimal Control for Discrete-Time Systems under Bounded Disturbances
Systems and Control
2024-09-20 v1 Systems and Control
Abstract
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly observable sets. We provide exact solutions for state-feedback control and filtering problems, aligning with existing methods while offering improved computational efficiency. Moreover, our main contribution is the optimal solution to the output-feedback control problem for discrete-time systems which was not known before. Numerical simulations demonstrate the superiority of this result over previous sub-optimal ones.
Cite
@article{arxiv.2409.12252,
title = {Optimal Control for Discrete-Time Systems under Bounded Disturbances},
author = {Egor Dogadin and Alexey Peregudin and Dmitriy Shirokih},
journal= {arXiv preprint arXiv:2409.12252},
year = {2024}
}