On constrained infinite-time linear quadratic optimal control

被引：212

作者：

Chmielewski, D ^{[1
]}

Manousiouthakis, V ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,DEPT CHEM ENGN,LOS ANGELES,CA 90024

来源：

SYSTEMS & CONTROL LETTERS | 1996年 / 29卷 / 03期

基金：

美国国家科学基金会;

关键词：

constrained; quadratic optimal; infinite-time; real-time optimization; value function;

D O I：

10.1016/S0167-6911(96)00057-6

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This work presents a solution to the infinite-time linear quadratic optimal control (ITLQOC) problem with state and control constraints. It is shown that a single, finite dimensional, convex program of known size can yield this solution. Properties of the resulting value function, with respect to initial conditions, are also established and are shown to be useful in determining the aforementioned problem size. An example illustrating the method is finally presented.

引用

页码：121 / 129

页数：9

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