Control of linear processes with distributed lags using dynamic programming from first principles

Arthur, W.B. (1977). Control of linear processes with distributed lags using dynamic programming from first principles. Journal of Optimization Theory and Applications 23 (3) 429-443. 10.1007/BF00933451.

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Abstract

A simple dynamic programming argument is presented for the quadratic-cost controller synthesis problem for discrete-time linear processes with delay. Distributed delays are allowed in both state and control. The solution obtained has a discrete-time Riccati difference structure closely analogous to the Riccati differential structure associated with delay problems in continuous time. Extensions are provided for the cases of varying lag-limits, performance criterion dependent on past variables, and the time-invariant regulator problem. A feedback solution is also obtained for a continuous-time problem with distributed delays in the control, by passage to limit from the discrete results.

Item Type:	Article
Uncontrolled Keywords:	distributed lags; Dynamic programming; feedback controller synthesis; linear-quadratic control theory; retarded controls; time-delay problem
Research Programs:	System and Decision Sciences - Core (SDS)
Depositing User:	Romeo Molina
Date Deposited:	14 Apr 2016 08:57
Last Modified:	27 Aug 2021 17:40
URI:	https://pure.iiasa.ac.at/12681

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