- Title
- Error bounds in the discretisation of the input-constrained LQR problem
- Creator
- De Doná, Jose Adrian; Müller, Claus; McCloy, Ryan
- Relation
- 19th World Congress of the International Federation of Automatic Control (IFAC 2014). Proceedings of the 19th IFAC World Congress, 2014 (Cape Town 24-29 August, 2014) p. 2462-2470
- Publisher Link
- http://dx.doi.org/10.3182/20140824-6-ZA-1003.02744
- Publisher
- International Federation of Automatic Control (IFAC)
- Resource Type
- conference paper
- Date
- 2014
- Description
- This paper studies the discrete-time sampled-data approximation of the input-constrained finite-horizon linear quadratic regulator problem. Explicit estimates for the error in the performance index rendered by the solution of a discrete-time approximation are provided. This result can be used to evaluate the level of sub-optimality of the sampled-data solution corresponding to a given discretisation interval, or to compute a discretisation interval length that guarantees a given approximation error. In addition, the (in general) unknown structure of the solution of the continuous-time constrained linear quadratic regulator problem can be investigated via this discrete-time approximation result. Examples of such a study are provided.
- Subject
- sampled-data optimal control; error bounds; discretisation; constrained LQR problem
- Identifier
- http://hdl.handle.net/1959.13/1296993
- Identifier
- uon:19350
- Identifier
- ISBN:9783902823625
- Language
- eng
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