CALCULATION OF AN APPROXIMATE SOLUTION OF THE INFINITE TIME-VARYING LQ PROBLEM

被引：0
|
作者：
ENGWERDA, JC
机构：
[1] Tilburg University, 5000, LE Tilburg
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1994年 / 39卷 / 01期
关键词：
D O I：
10.1109/9.273376
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this note, we present an algorithm to approximate the steady-state solution of the discrete time-varying LQ regulator problem. Given an a priori permitted approximation error and some system characteristics, the algorithm yields a solution which has the property that the norm of the difference between this solution and the steady-state solution does not exceed this approximation error.
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页码：235 / 238
页数：4
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