Novel Results on Output-Feedback LQR Design

• 成果类型: Article
• 署名作者: Ilka, Adrian; Murgovski, Nikolce
• 署名单位: Slovak University of Technology Bratislava; Chalmers University of Technology
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2022.3218560
• 发表日期: 2023
• 页码: 5187-5200
• 关键词: Controller design; linear quadratic regulator (LQR); linear time-invariant (LTI) system; Newton's method; output-feedback; STABILITY

摘要

This article provides novel developments in output-feedback stabilization for linear time-invariant systems within the linear quadratic regulator (LQR) framework. First, we derive the necessary and sufficient conditions for output-feedback stabilizability in connection with the LQR framework. Then, we propose a novel iterative Newton's method for output-feedback LQR design and a computationally efficient modified approach that requires solving only a Lyapunov equation at each iteration step. We show that the proposed modified approach guarantees convergence from a stabilizing state feedback to a stabilizing output-feedback solution and succeeds in solving high-dimensional problems where other, state-of-the-art methods, fail. Finally, numerical examples illustrate the effectiveness of the proposed methods.