Title :
Linear nonquadratic optimal control
Author :
Shamma, Jeff S. ; Xiong, Dapeng
Author_Institution :
Dept. of Aerosp. Eng. & Eng. Mech., Texas Univ., Austin, TX, USA
fDate :
6/1/1997 12:00:00 AM
Abstract :
We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementation of the finite-horizon optimal control is stabilizing and within a specified tolerance of the infinite-horizon performance
Keywords :
discrete time systems; dynamic programming; linear systems; optimal control; stability; transient response; dynamic programming recursions; finite-horizon problems; infinite-horizon performance; linear nonquadratic optimal control; nonquadratic measures; receding horizon implementation; transient response; Control system analysis; Control systems; Dynamic programming; Feedback; Multidimensional systems; Nonlinear control systems; Nonlinear systems; Optimal control; Polynomials; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
