Title :
Parity in LQ control: the infinite time limit for terminal control
Author :
Verriest, Erik I. ; Yeung, Deryck
Author_Institution :
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA
Abstract :
Terminal LQ control in the limit for T rarr infin is analyzed. Such a problem gives a good example where the limiting operation and integration do not commute, a fact all too often overlooked by the casual student of optimal control. Such a misinterpretation can lead to an apparent paradox. In this paper we use symmetrical components (the parity operator) to shed light on the correct solution and give a decomposition of the problem in 2 subproblems
Keywords :
linear quadratic control; linear systems; mathematical operators; matrix algebra; infinite time limit; optimal control; parity operator; terminal LQ control; Costs; H infinity control; Infinite horizon; Matrix decomposition; Optimal control; Performance analysis; Regulators; Riccati equations; Stochastic processes; Symmetric matrices;
Conference_Titel :
American Control Conference, 2006
Conference_Location :
Minneapolis, MN
Print_ISBN :
1-4244-0209-3
Electronic_ISBN :
1-4244-0209-3
DOI :
10.1109/ACC.2006.1656465
