An iterative solution to the finite-time linear quadratic optimal feedback control problem

Author

Beard, Randal ; Saridis, George ; Wen, John

Author_Institution

Dept. of Electr. Comput. & Syst. Eng., Rensselaer Polytech. Inst., Troy, NY, USA

Volume

5

fYear

1995

fDate

21-23 Jun 1995

Firstpage

3921

Abstract

Saridis´s successive approximation theory is applied to the finite-time linear quadratic optimal control problem. The result is an iterative scheme which successively improves any initial control law ultimately converging to the optimal state feedback control. The novelty of the approach is that the solution of a nonlinear Riccati equation is replaced by the successive solution to a linear Lyapunov equation. Numerical examples illustrate the approach

Keywords

Lyapunov methods; Riccati equations; approximation theory; control system analysis; iterative methods; linear quadratic control; state feedback; Saridis´s successive approximation; finite-time linear quadratic control; iterative solution; linear Lyapunov equation; nonlinear Riccati equation; optimal control; state feedback control; Approximation methods; Boundary conditions; Cost function; Economic indicators; Feedback control; Nonlinear equations; Optimal control; Riccati equations; State feedback; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, Proceedings of the 1995

Conference_Location

Seattle, WA

Print_ISBN

0-7803-2445-5

Type

conf

DOI

10.1109/ACC.1995.533878

Filename

533878