An extended linear quadratic regulator for LTI systems with exogenous inputs
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Published version
Author(s)
Singh, A
Pal, B
Type
Journal Article
Abstract
This paper proposes a cost effective control law for a linear time invariant (LTI) system having an extra set of exogenous
inputs (or external disturbances) besides the traditional set of control inputs. No assumption is made with regard to a-priori
knowledge of the modeling equations for the exogenous inputs. The problem of optimal control for such a system is defined
in the standard framework of linear quadratic control and an extended linear quadratic regulator (ELQR) is proposed as the
solution to the problem. The ELQR approach is demonstrated through an example and is shown to be significantly more cost
effective than currently available approaches for linear quadratic control.
inputs (or external disturbances) besides the traditional set of control inputs. No assumption is made with regard to a-priori
knowledge of the modeling equations for the exogenous inputs. The problem of optimal control for such a system is defined
in the standard framework of linear quadratic control and an extended linear quadratic regulator (ELQR) is proposed as the
solution to the problem. The ELQR approach is demonstrated through an example and is shown to be significantly more cost
effective than currently available approaches for linear quadratic control.
Date Issued
2016-12-05
Date Acceptance
2016-09-24
Citation
Automatica, 2016, 76, pp.10-16
ISSN
0005-1098
Publisher
Elsevier
Start Page
10
End Page
16
Journal / Book Title
Automatica
Volume
76
Copyright Statement
© 2016 The Authors. Published by Elsevier Ltd.
This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
Sponsor
Engineering & Physical Science Research Council (E
Engineering and Physical Sciences Research Council
Engineering & Physical Science Research Council (EPSRC)
Identifier
http://dx.doi.org/10.1016/j.automatica.2016.10.014
Grant Number
R96051 - EP/K036173/1
N/A
DPF2015-P60110-HAHN
Subjects
Science & Technology
Technology
Automation & Control Systems
Engineering, Electrical & Electronic
Engineering
Linear time invariant
Optimal control
Extended linear quadratic regulator
Exogenous input
External disturbance
UNCONTROLLABLE INPUTS
DISTURBANCES
MACHINES
Industrial Engineering & Automation
01 Mathematical Sciences
09 Engineering
08 Information And Computing Sciences
Publication Status
Published
