Title :
On the existence of an optimal synthesis for linear quadratic optimal control problems with a fixed terminal point
Author_Institution :
Dept. of Math., North Carolina A&T State Univ., Greensboro, NC, USA
Abstract :
In this paper, we use the dynamic programming and approximation techniques to prove the existence of an optimal synthesis for linear quadratic optimal control (LQOC) problems with a fixed terminal point, in which the optimal control law is given in the feedback form of time and state. Our result establishes an analogy in synthesizing LQOC between fixed terminal point problems and free terminal point problems
Keywords :
approximation theory; control system synthesis; dynamic programming; linear quadratic control; state feedback; time optimal control; approximation; dynamic programming; fixed terminal point; linear quadratic optimal control; optimal synthesis; state feedback; time feedback; Control system synthesis; Cost function; Dynamic programming; History; Kalman filters; Optimal control; Riccati equations; State feedback; State-space methods; Time varying systems;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.532242
