LINEAR QUADRATIC REGULATION FOR DISCRETE-TIME SYSTEMS WITH INPUT DELAY:SPECTRAL FACTORIZATION APPROACH

作     者：Hongguo ZHAO Huanshui ZHANG Hongxia WANG Chenghui ZHANG Hongguo ZHAO Huanshui ZHANG Hongxia WANG Chenghui ZHANG School of Control Science and Engineering, Shandong University, Jinan 250061, China. Shenzhen Graduate School, Harbin Institute of Technology, Shenzhen University Town Xili, Shenzhen 518055,China. School of Control Science and Engineering, Shandong University, Jinan 250061, China.

作者机构：School of Control Science and Engineering Shandong University Jinan 250061 China. Shenzhen Graduate School Harbin Institute of Technology Shenzhen University Town Xili Shenzhen 518055 China. Chenghui ZHANG School of Control Science and Engineering Shandong University Jinan 250061 China. 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2008年第21卷第1期

页      面：46-59页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：the National Natural Science Foundation of China under Grant No.60574016 

主　　题：Diophantine equation infinite-horizon LQR reorganized innovation spectral factorization stochastic backwards systems. 

摘      要：The infinite-horizon linear quadratic regulation （LQR） problem is settled for discretetime systems with input delay. With the help of an autoregressive moving average （ARMA） innovation model, solutions to the underlying problem are obtained. The design of the optimal control law involves in resolving one polynomial equation and one spectral factorization. The latter is the major obstacle of the present problem, and the reorganized innovation approach is used to clear it up. The calculation of spectral factorization finally comes down to solving two Riccati equations with the same dimension as the original systems.