• DocumentCode
    1040685
  • Title

    Calculation of an approximate solution of the infinite time-varying LQ-problem

  • Author

    Engwerda, Jacob C.

  • Author_Institution
    Tilburg Univ., Netherlands
  • Volume
    39
  • Issue
    1
  • fYear
    1994
  • fDate
    1/1/1994 12:00:00 AM
  • Firstpage
    235
  • Lastpage
    238
  • Abstract
    Presents an algorithm to approximate the steady-state solution of the discrete time-varying LQ regulator problem. Given an a priori permitted approximation error and some system characteristics, the algorithm yields a solution which has the property that the norm of the difference between this solution and the steady-state solution does not exceed this approximation error
  • Keywords
    discrete systems; time-varying systems; a priori permitted approximation error; approximate solution; infinite time-varying LQ-problem; steady-state solution; Approximation algorithms; Approximation error; Control systems; Controllability; Difference equations; Jacobian matrices; Riccati equations; Steady-state; Terminology; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.273376
  • Filename
    273376
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1040685