COST SMOOTHING IN DISCRETE-TIME LINEAR-QUADRATIC CONTROL

A smooth cost distribution can be a desirable feature in optimal contr ol design when concerning even distribution of control energy and unif orm resource allocation. This consideration is formulated in this pape r for discrete-time linear systems where a square cost-variation term is attached to a primal quadratic performance index in an additive for m. An analytical control law is obtained for the resulting non-linear- quadratic and nonseparable optimal control problem using a multilevel solution scheme. Investigating the trade-off between minimizing the pr imal quadratic performance index and minimizing the square cost-variat ion term offers some useful insights into multiobjective design of con trol systems. (C) 1997 Elsevier Science Ltd.