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Identifiability and...
Identifiability and Solvability in Inverse Linear Quadratic Optimal Control Problems
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- Li, Yibei, 1993- (författare)
- KTH,Optimeringslära och systemteori
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- Wahlberg, Bo, 1959- (författare)
- KTH,Reglerteknik
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- Hu, Xiaoming, Professor, 1961- (författare)
- KTH,Optimeringslära och systemteori
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(creator_code:org_t)
- 2021-10-26
- 2021
- Engelska.
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Ingår i: Journal of Systems Science and Complexity. - : Springer Nature. - 1009-6124 .- 1559-7067. ; 34:5, s. 1840-1857
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- In this paper, the inverse linear quadratic (LQ) problem over finite time-horizon is studied. Given the output observations of a dynamic process, the goal is to recover the corresponding LQ cost function. Firstly, by considering the inverse problem as an identification problem, its model structure is shown to be strictly globally identifiable under the assumption of system invertibility. Next, in the noiseless case a necessary and sufficient condition is proposed for the solvability of a positive semidefinite weighting matrix and its unique solution is obtained with two proposed algorithms under the condition of persistent excitation. Furthermore, a residual optimization problem is also formulated to solve a best-fit approximate cost function from sub-optimal observations. Finally, numerical simulations are used to demonstrate the effectiveness of the proposed methods.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Inverse optimal control
- linear quadratic regulators
- model identifiability
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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