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Optimal Control of Linear Time-Invariant Discrete-Time Systems without Prior Parametric Identification

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Abstract

We consider the problem of optimal control of a linear time-invariant discrete-time system by inaccurate measurements of its output signals subject to guaranteed satisfaction of geometric constraints on the output signals. We study the case in which a minimal realization of the system in the state space is known and the case where the parametric model of the system is not known. A novel method is proposed for solving the problem in the case of an unknown model. The method is based on a single observed trajectory of the input and output signals of the system and allows omitting the stage of parametric identification of the system.

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Authors and Affiliations

  1. Belarusian State University, Minsk, 220030, Belarus

    N. M. Dmitruk & E. A. Manzhulina

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  1. N. M. Dmitruk
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  2. E. A. Manzhulina
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Correspondence to N. M. Dmitruk or E. A. Manzhulina.

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Translated by V. Potapchouck

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Dmitruk, N.M., Manzhulina, E.A. Optimal Control of Linear Time-Invariant Discrete-Time Systems without Prior Parametric Identification. Autom Remote Control 83, 165–179 (2022). https://doi.org/10.1134/S0005117922020011

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  • DOI: https://doi.org/10.1134/S0005117922020011

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