A unified approach to the finite-horizon linear quadratic optimal control problem

被引：0
|
作者：
Dipartimento di Ingegneria dell' Informazione, Università di Padova, via Gradenigo, 6/B, 35131 Padova, Italy [1 ]
不详 [2 ]
机构：
来源：
Eur J Control | 2007年 / 5卷 / 473-488期
基金：
澳大利亚研究理事会;
关键词：
Algebra - Hamiltonians - Optimal control systems - Quadratic programming - Riccati equations;
D O I：
10.3166/ejc.13.473-488
中图分类号：
学科分类号：
摘要：
Under the mild assumption of sign-controllability, a closed-form expression parameterizing all the solutions of the Hamiltonian differential equation over a finite time interval is presented in terms of a strongly unmixed solution of an algebraic Riccati equation (ARE) and of the solution of an algebraic Lyapunov equation. This result is employed for the solution of a generalized version of the finite-horizon linear quadratic (LQ) problem, encompassing the case of fixed end-point. Furthermore, it is shown how this methodcan be applied to the H 2 preview decoupling problem. © 2007 EUCA.
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