Affiliation:
1. Heilongjiang Metrology Institute of Measurement and Verification
2. China Electronics Technology Group Corporation
Abstract
A fast algorithm for estimating the control horizon of the input constrained linear quadratic regulation (LQR) problem is presented. It is known that there exists a finite horizon such that the infinite horizon constrained LQR problem can be solved as a finite horizon constrained LQR problem. An efficient algorithm to estimate the upper bound of the horizon is presented based on the linear programming. It only needs to solve a linear programming problem for on line application. Finally, the comparison among some methods is shown by an example. The proposed algorithm has less conservative than those of other algorithms.
Publisher
Trans Tech Publications, Ltd.