Title :
A Riccati approach to equality constrained Linear Quadratic Optimal control
Author :
Sideris, A. ; Rodriguez, L.A.
Author_Institution :
Mech. & Aerosp. Eng. Dept., Univ. of California, Irvine, CA, USA
fDate :
June 30 2010-July 2 2010
Abstract :
A Riccati based approach is proposed to solve Linear Quadratic Optimal control problems subject to linear equality path constraints including mixed state-control and state-only constraints. The proposed algorithm requires computations that scale linearly with the horizon length. It can be used as the key sub-problem to build effective iterative methodologies that tackle general inequality constrained and nonlinear optimal control problems.
Keywords :
Riccati equations; linear quadratic control; Riccati approach; linear equality path constraint; linear quadratic optimal control; mixed state-control; state-only constraint; Control theory; Iterative algorithms; Iterative methods; Linear systems; Optimal control; Predictive control; Predictive models; Quadratic programming; Regulators; Riccati equations;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530688
