Optimal Control for Discrete-Time Systems under Bounded Disturbances
<|reference_start|>Optimal Control for Discrete-Time Systems under Bounded Disturbances: This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly observable sets. We provide exact solutions for state-feedback control and filtering problems, aligning with existing methods while offering improved computational efficiency. Moreover, our main contribution is the optimal solution to the output-feedback control problem for discrete-time systems which was not known before. Numerical simulations demonstrate the superiority of this result over previous sub-optimal ones.<|reference_end|>
@article{dogadin2024optimal,
    title={Optimal Control for Discrete-Time Systems under Bounded Disturbances},
    author={Egor Dogadin, Alexey Peregudin, Dmitriy Shirokih},
    journal={arXiv preprint arXiv:2409.12252},
    year={2024},
    archivePrefix={arXiv},
    eprint={2409.12252},
    primaryClass={eess.SY cs.SY}
}