Title :
A Direct Algorithm for Solving Singular LQ Optimal Control Problems
Author :
Pingjian Zhang ; Jianqing Xi
Author_Institution :
Sch. of Comput. Sci. & Technol., South China Univ. of Technol., Guangzhou, China
Abstract :
Considered in this paper are the singular linear quadratic optimal control problems. A direct, constructive algorithm for solving this kind of problems is proposed. Compared to existing iterative algorithms, the new one terminates in finite steps and can obtain an analytic form for the value function. Compared to geometric approaches, the transformations involved in the new algorithm are straightforward and easy to apply. Numerical experiments demonstrate the validity of the proposed direct algorithm.
Keywords :
iterative methods; linear quadratic control; direct algorithm; iterative algorithms; linear quadratic control; singular LQ optimal control; Algorithm design and analysis; Chemical processes; Computer science; Control systems; Distributed control; Equations; Iterative algorithms; Navigation; Optimal control; Process control; Direct algorithm; LQ optimal control; Singular controls;
Conference_Titel :
Control Conference, 2006. CCC 2006. Chinese
Conference_Location :
Harbin
Print_ISBN :
7-81077-802-1
DOI :
10.1109/CHICC.2006.280663
