DocumentCode
2469815
Title
A unified approach to the finite-horizon LQ regulator - Part I: the continuous time
Author
Ferrante, Augusto ; Ntogramatzidis, Lorenzo
Author_Institution
Dipt. di Ingegneria dell´´Informazione, Universita di Padova
fYear
2006
fDate
13-15 Dec. 2006
Firstpage
5651
Lastpage
5656
Abstract
Under the mild assumption of sign-controllability, a closed-form expression parametrizing all the solutions of the Hamiltonian system over a finite time interval is presented in terms of a strongly unmixed solution of a continuous algebraic Riccati equation and of the solution of an algebraic Lyapunov equation. This result can be employed for the solution of a generalized version of the finite-horizon LQ problem, encompassing the case of fixed end-point
Keywords
Lyapunov methods; Riccati equations; algebra; controllability; linear quadratic control; Hamiltonian system; algebraic Lyapunov equation; closed-form expression parametrizing; continuous algebraic Riccati equation; finite time interval; finite-horizon LQ regulator; sign-controllability; Boundary conditions; Closed-form solution; Control systems; Control theory; Differential equations; Optimal control; Performance analysis; Regulators; Riccati equations; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2006 45th IEEE Conference on
Conference_Location
San Diego, CA
Print_ISBN
1-4244-0171-2
Type
conf
DOI
10.1109/CDC.2006.376896
Filename
4177332
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