Optimal control with limited controls

Orhan C. Imer, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We consider a linear discrete-time optimal control problem where the control is limited in terms of the number of times it can be applied. We assume an additive quadratic performance criterion that does not penalize the control directly, and show that for a scalar plant driven by an independent additive Gaussian noise the optimal control is piecewise linear based on some offline computed thresholds on the optimal estimate of the plant state which can be generated by a Kalman filter.

Original languageEnglish (US)
Title of host publicationProceedings of the 2006 American Control Conference
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages298-303
Number of pages6
ISBN (Print)1424402107, 9781424402106
DOIs
StatePublished - Jan 1 2006
Event2006 American Control Conference - Minneapolis, MN, United States
Duration: Jun 14 2006Jun 16 2006

Publication series

NameProceedings of the American Control Conference
Volume2006
ISSN (Print)0743-1619

Other

Other2006 American Control Conference
Country/TerritoryUnited States
CityMinneapolis, MN
Period6/14/066/16/06

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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