OPTIMAL LQ PROBLEM FOR A LARGE-SCALE PROGRESSIVE SYSTEM.

In the application of optimal control theory to many real systems, the digital control technique has been used widely as the digital computer becomes smaller and less costly. The linear quadratic optimal control problem (LQ problem) is often used since the optimal current law is feedback type as well as the classical control problem; additionally, the information processing to synthesize the control inputs is suitable to a digital computer. This research considers the large-scale progressive system that is constructed using combinations of several small-scale systems in different sampling instants and analyzes the LQ problem for a large-scale progressive system. In a large-scale progressive system, the mathematical model naturally has the state variables and control inputs, which dimensions increase with time.