A Modified Quadratic Cost Problem and Feedback Stabilization of Linear Discrete Time Systems.

Abstract

This report considers a feedback control law for linear time-varying and time invariant discrete systems based on a receding horizon concept applied to a minimum energy problem with fixed terminal constraints. The control law is shown to be asymptotically stable and to result in a new method for stabilizing linear time-varying systems as well as extending some well known methods for stabilizing time invariant systems. In particular, the stabilizing gains of the feedback control law are obtained from the solution to a discrete Riccati equation over an arbitrary finite time interval, which is relatively easy to compute. The gain matrix reduces to a constant matrix for linear time invariant systems. Some stability results will turn out to be special cases of these results. The results parallel those for linear continuous time systems, although the technical details are tedious and more involved.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA049519

Entities

People

  • Allan E. Pearson
  • W. H. Kwon

Organizations

  • Brown University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Boundary Value Problems
  • Closed Loop Systems
  • Control Systems
  • Electrical Engineering
  • Engineering
  • Equations
  • Estimators
  • Feedback
  • Filtration
  • Information Science
  • Kalman Filters
  • Linear Systems
  • Open Loop Systems
  • Optimal Estimators
  • Riccati Equation
  • Steady State
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Linear Algebra