Infinite horizon LQR for systems with multiple delays in a single input channel  

作　　者：Shuai LIU Lihua XIE Huanshui ZHANG 

机构地区：[1]School of Electrical & Electronic Engineering, Nanyang Technological University, Singapore [2]School of Control Science and Engineering, Shandong University, Jinan Shandong 250061, China

出　　处：《控制理论与应用（英文版）》2010年第3期368-374,共7页

基　　金：supported by the National Natural Science Foundation of China (No.60828006);the National Natural Science Foundation for Distinguished Young Scholars of China (No.60825304);the Major State Basic Research Development Program of China (973 Program)(No.2009cb320600)

摘　　要：This paper is concerned with the linear quadratic regulation （LQR） problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided.This paper is concerned with the linear quadratic regulation （LQR） problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided.

关 键 词：Input delay systems Linear quadratic regulation Riccati difference and differential equations Stability analysis 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置] U270.7[自动化与计算机技术—控制科学与工程]