2023/05/10 by Sun, Jintao, Cantoni, Michael · 1 citation
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · doi:10.48550/arxiv.2305.06010
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control problem, under assumed uniform controllability and observability, leading to a strict contraction property of the corresponding Riccati operator. Leveraging this contraction property, a stabilizing linear time-varying state-feedback approximation of the infinite-horizon optimal control policy is constructed to meet a performance-loss specification. Its synthesis involves only finite preview of the time-varying problem data at each time step, over a sufficiently long prediction horizon.