arXiv · 2409.12252
Optimal Control for Discrete-Time Systems under Bounded Disturbances
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.
Explore related subjects
Keep this discovery
Egor Dogadin, Alexey Peregudin, Dmitriy Shirokih. 2024-09-18. Optimal Control for Discrete-Time Systems under Bounded Disturbances. https://arxiv.org/abs/2409.12252
Cite the original work for its findings. Save a collection to share your selection of sources.