2001
DOI: 10.1109/9.956049
|View full text |Cite
|
Sign up to set email alerts
|

An LQR/LQG theory for systems with saturating actuators

Abstract: An extension of the LQR/LQG methodology to systems with saturating actuators, referred to as SLQR/SLQG, is obtained. The development i s based on the method of stochastic linearization. Using this method and the Lagrange multiplier technique, solutions to the SLQR and SLQG problems are derived. These solutions are given by Riccati and Lyapunov equations coupled with two transcendental equations. It is shown that, under standard stabilizability and detectability conditions, these equations have a unique solutio… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

0
31
0
1

Year Published

2002
2002
2024
2024

Publication Types

Select...
5
3
2

Relationship

0
10

Authors

Journals

citations
Cited by 72 publications
(32 citation statements)
references
References 37 publications
0
31
0
1
Order By: Relevance
“…On the upper bound of control inputs: By the methodologies on designing LQG controllers for systems with bounded inputs, such as the quadratic programming approach [38] and the stochastic linearization method [39], one may obtain the impact of the upper bound U * on the LQG performance.…”
Section: ) Some Suggestionsmentioning
confidence: 99%
“…On the upper bound of control inputs: By the methodologies on designing LQG controllers for systems with bounded inputs, such as the quadratic programming approach [38] and the stochastic linearization method [39], one may obtain the impact of the upper bound U * on the LQG performance.…”
Section: ) Some Suggestionsmentioning
confidence: 99%
“…Numerical comparisons are made between the new results and the method in Gokcek, et al [2], where the actuator saturation considered is constant. We consider a platoon of 5 vehicles (see Fig.…”
Section: Numerical Examplementioning
confidence: 99%
“…Most studies treat saturating actuators, e.g. [3], [4], but these researchers consider an essentially linear actuator, which has an amplitude limitation. Finally, [5] considers an electro servohydraulic valve, but linearises the static characteristic.…”
Section: Introductionmentioning
confidence: 99%