Optimal damping of forced oscillations in discrete-time systems

Researchers: Anders Lindquist and Vladimir A. Yakubovich.

Sponsors: The Swedish Research Council for Engineering Sciences (TFR), the Royal Swedish Academy of Sciences, NUTEK and INTAS.

In this project we consider a linear discrete-time control system affected by additive harmonic disturbances with known frequencies but unknown amplitudes and phases. The problem is to damp this forced oscillation in an optimal fashion by output feedback and to track a given signal. To this end we design a robust optimal regulator which is universal in the sense that it does not depend on the unknown amplitudes and phases and is optimal for all choices of these values. In [A19] we show that, under certain natural technical conditions, an optimal universal regulator (OUR) exists in some suitable class of linear or nonlinear stabilizing and realizable regulators, provided the dimension of the output is no smaller than the dimension of the quasi-harmonic disturbance. When this dimensionality condition is not satisfied, the existence of an OUR is not a generic property. We have also shown that any OUR for this (deterministic) problem is an optimal regulator for a class of stochastic control problems of similar structure. Nonrationals solutions are also being studied.

We stress that our solutions are optimal in the sense stated above only, arbitrary universal optimal regulator. Therefore it is an important for an property of our procedure that it allows for a considerable degree of design freedom, and optimality should be regarded as one of several design specifications.


Research 1999/2000
Models and methods for structural optimization
Optimization in telecommunications network design
Last update: February 21, 2001 by Anders Forsgren, anders.forsgren@math.kth.se.