Brief paper: Optimal control for linear systems with state equality constraints

  • Authors:
  • Sangho Ko;Robert R. Bitmead

  • Affiliations:
  • Department of Electrical and Electronic Engineering, The University of Melbourne, Parkville, VIC 3010, Australia;Department of Mechanical and Aerospace Engineering, University of California, San Diego, 9500 Gilman Drive, La Jolla, CA 92093-0411, USA

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2007

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Abstract

This paper deals with the optimal control problem for linear systems with linear state equality constraints. For deterministic linear systems, first we find various existence conditions for constraining state feedback control and determine all constraining feedback gains, from which the optimal feedback gain is derived by reducing the dimension of the control input space. For systems with stochastic noises, it is shown that the same gain used for constraining the deterministic system also optimally constrains the expectation of states inside the constraint subspace and minimizes the expectation of the squared constraint error. We compare and discuss performance differences between unconstrained (using penalty method), projected, and constrained controllers for both deterministic and stochastic systems. Finally, numerical examples are used to demonstrate the performance difference of the three controllers.