Computational methods for optimal linear-quadratic compensators for infinite dimensional discrete-time systems

Abstract

An abstract approximation theory and computational methods are developed for the determination of optimal linear-quadratic feedback control, observers and compensators for infinite dimensional discrete-time systems. Particular attention is paid to systems whose open-loop dynamics are described by semigroups of operators on Hilbert spaces. The approach taken is based on the finite dimensional approximation of the infinite dimensional operator Riccati equations which characterize the optimal feedback control and observer gains. Theoretical convergence results are presented and discussed. Numerical results for an example involving a heat equation with boundary control are presented and used to demonstrate the feasibility of the method.