DocumentCode :
851557
Title :
A computational method for infinite-time optimal regulation problems
Author :
Lee, Jietae ; Bien, Zeungnam
Author_Institution :
Kyungpook National University, Taegu, Korea
Volume :
31
Issue :
12
fYear :
1986
fDate :
12/1/1986 12:00:00 AM
Firstpage :
1146
Lastpage :
1149
Abstract :
It is shown that, when an infinite-time optimal regulation problem is solved via a method of increasing the terminal time tf of a corresponding finite-time problem, convergence can be accelerated by incorporating a quadratic terminal weight 
, where 
is the steady-state solution of the Riccati equation for a corresponding truncated linear quadratic problem.
, where is the steady-state solution of the Riccati equation for a corresponding truncated linear quadratic problem.Keywords :
Differential Riccati equations; Optimal control, nonlinear systems; Riccati equations, differential; Control systems; Convergence; Feedback; Integral equations; Mirrors; Optimal control; Poles and zeros; Regulators; Riccati equations; Steady-state;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1986.1104194
Filename :
1104194
Link To Document :
