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arXiv · 2404.08440

Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays

Zhanhao Zhang·Steen Hørsholt·John Bagterp Jørgensen
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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.

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Zhanhao Zhang, Steen Hørsholt, John Bagterp Jørgensen. 2024-04-12. Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays. https://arxiv.org/abs/2404.08440

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