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Optimization of Disturbance Rejection in Systems with Saturating Actuators

✍ Scribed by C. Gökçek; P.T. Kabamba; S.M. Meerkov

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
174 KB
Volume
249
Category
Article
ISSN
0022-247X

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✦ Synopsis

An extension of the LQRrLQG methodology to systems with saturating actuators, referred to as SLQRrSLQG, is obtained. The development is based on the method of stochastic linearization. Using this method and the Lagrange multiplier technique, a solution to the SLQRrSLQG problem is derived. This solution is given by the standard Riccati equations coupled with two transcendental equations, which define the variance of the signal at the input of the saturation and the Lagrange multiplier associated with the quadratic performance index. It is shown that, under the standard stabilizability and detectability conditions, these equations have a unique solution, which can be found by a simple bisection algorithm. When the saturation is removed, these equations reduce to the standard LQRrLQG solution.

📜 SIMILAR VOLUMES

On lp-stabilization of strictly unstable
On lp-stabilization of strictly unstable discrete-time linear systems with saturating actuators
✍ Ping Hou; Ali Saberi; Zongli Lin 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB 👁 2 views

For a continuous-time linear system with saturating actuators, it is known that, irrespective of the locations of the open-loop poles, both global and semi-global finite gain ¸N-stabilization are achievable, by nonlinear and linear feedback, respectively, and the ¸N gain can also be made arbitrarily