Abstract:
This paper deals with an optimal control problem for a linear discrete-time system subject to unknown bounded disturbance. It is required to steer the system robustly to a terminal set with the smallest total impulse of the control function. A problem of constructing an optimal multiply closed control strategy is formulated. It is assumed that the system states are measured and the control is corrected at some future times. A method for calculating an optimal strategy based on reducing the formulated problems to linear programs is proposed.
Keywords:
linear system, disturbances, robust optimal control, control strategy, algorithm.
English version: Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2024, Volume 327, Issue 1, Pages S74–S90 DOI: https://doi.org/10.1134/S008154382407006X
Citation:
N. M. Dmitruk, “A method for constructing multiply closed strategies in the problem of minimizing the total control impulse in a linear system with disturbance”, Trudy Inst. Mat. i Mekh. UrO RAN, 30, no. 3, 2024, 122–138; Proc. Steklov Inst. Math., 327, suppl. 1 (2024), S74–S90
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\paper A method for constructing multiply closed strategies in the problem of minimizing the total control impulse in a linear system with disturbance
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