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Linear Quadratic Optimal Control for Systems Governed by First-Order Hyperbolic Partial Differential Equations

Journal of Systems Science & Complexity 2024年第1期37卷 230-252页

作者： XUE Xiaomin XU Juanjuan ZHANG Huanshui School of Control Science and Engineering Shandong UniversityJinan 250061China College of Electrical Engineering and Automation Shandong University of Science and TechnologyQingdao 266000China

This paper focuses on linear-quadratic(LQ)optimal control for a class of systems governed by first-order hyperbolic partial differential equations(PDEs).Different from most of the previous works,an approach of discretization-then-continuousization is proposed in this paper to cope with the infinite-dimensional nature of PDE *** contributions of this paper consist of the following aspects:(1)The differential Riccati equations and the solvability condition of the LQ optimal control problems are obtained via the discretization-then-continuousization method.(2)A numerical calculation way of the differential Riccati equations and a practical design way of the optimal controller are ***,the relationship between the optimal costate and the optimal state is established by solving a set of forward and backward partial difference equations(FBPDEs).(3)The correctness of the method used in this paper is verified by a complementary continuous method and the comparative analysis with the existing operator results is *** is shown that the proposed results not only contain the classic results of the standard LQ control problem of systems governed by ordinary differential equations as a special case,but also support the existing operator results and give a more convenient form of computation.

关键词： discretization-then-continuousization method first-order hyperbolic partial differential equations forward and backward partial difference equations linear quadratic optimal control.

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