Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays
<|reference_start|>Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays: This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing us to derive the discrete equivalent of the continuous-time LQ-OCPs. Three numerical methods are introduced for solving proposed differential equations systems: 1) the ordinary differential equation (ODE) method, 2) the matrix exponential method, and 3) the step-doubling method. We implement a continuous-time model predictive control (CT-MPC) on a simulated cement mill system, and the objective function of the CT-MPC is discretized using the proposed LQ discretization scheme. The closed-loop results indicate that the CT-MPC successfully stabilizes and controls the simulated cement mill system, ensuring the viability and effectiveness of LQ discretization.<|reference_end|>
@article{zhang2024numerical,
    title={Numerical Discretization Methods for Linear Quadratic Control Problems
  with Time Delays},
    author={Zhanhao Zhang, Steen H{o}rsholt, John Bagterp J{o}rgensen},
    journal={arXiv preprint arXiv:2404.08440},
    year={2024},
    archivePrefix={arXiv},
    eprint={2404.08440},
    primaryClass={eess.SY cs.SY}
}