TY - GEN

T1 - Time-changed linear quadratic regulators

AU - Lamperski, Andrew

AU - Cowan, Noah J.

PY - 2013

Y1 - 2013

N2 - Many control methods implicitly depend on the assumption that time is accurately known. For example, the finite-horizon linear quadratic regulator is a linear policy with time-varying gains. Such policies may be infeasible for controllers without accurate clocks, such as the motor systems in humans and other animals, since gains would be applied at incorrect times. Little appears to be known, however, about control with imperfect timing. This paper gives a solution to the linear quadratic regulator problem in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing Lévy process. The optimal controller is linear and can be computed from a generalization of the classical Riccati differential equation.

AB - Many control methods implicitly depend on the assumption that time is accurately known. For example, the finite-horizon linear quadratic regulator is a linear policy with time-varying gains. Such policies may be infeasible for controllers without accurate clocks, such as the motor systems in humans and other animals, since gains would be applied at incorrect times. Little appears to be known, however, about control with imperfect timing. This paper gives a solution to the linear quadratic regulator problem in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing Lévy process. The optimal controller is linear and can be computed from a generalization of the classical Riccati differential equation.

UR - http://www.scopus.com/inward/record.url?scp=84893337242&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84893337242&partnerID=8YFLogxK

U2 - 10.23919/ecc.2013.6669770

DO - 10.23919/ecc.2013.6669770

M3 - Conference contribution

AN - SCOPUS:84893337242

SN - 9783033039629

T3 - 2013 European Control Conference, ECC 2013

SP - 198

EP - 203

BT - 2013 European Control Conference, ECC 2013

PB - IEEE Computer Society

T2 - 2013 12th European Control Conference, ECC 2013

Y2 - 17 July 2013 through 19 July 2013

ER -