Displaying similar documents to “A priori results in linear-quadratic optimal control theory”

A simple solution to the finite-horizon LQ problem with zero terminal state

Lorenzo Ntogramatzidis (2003)

Kybernetika

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This short paper deals with the classical finite-horizon linear-quadratic regulator problem with the terminal state constrained to be zero, for both continuous and discrete-time systems. Closed-form expressions for the optimal state and costate trajectories of the Hamiltonian system, as well as the corresponding control law, are derived through the solutions of two infinite- horizon LQ problems, thus avoiding the use of the Riccati differential equation. The computation of the optimal...

H 2 optimal decoupling of previewed signals in the discrete-time case

Giovanni Marro, Domenico Prattichizzo, Elena Zattoni (2002)

Kybernetika

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The synthesis of a feedforward unit for H 2 optimal decoupling of measurable or previewed signals in discrete-time linear time-invariant systems is considered. It is shown that an H 2 optimal compensator can be achieved by connecting a finite impulse response (FIR) system and a stable dynamic unit. To derive the FIR system convolution profiles an easily implementable computational scheme based on pseudoinversion (possibly nested to avoid computational constraints) is proposed, while the...

Optimality and sensitivity for semilinear bang-bang type optimal control problems

Ursula Felgenhauer (2004)

International Journal of Applied Mathematics and Computer Science

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In optimal control problems with quadratic terminal cost functionals and systems dynamics linear with respect to control, the solution often has a bang-bang character. Our aim is to investigate structural solution stability when the problem data are subject to perturbations. Throughout the paper, we assume that the problem has a (possibly local) optimum such that the control is piecewise constant and almost everywhere takes extremal values. The points of discontinuity are the switching...