Title :
Computation of optimal feedback gains for time-varying LQ optimal control
Author :
Jaddu, Hussein ; Shimemura, Etsujiro
Author_Institution :
Sch. of Inf. Sci., Japan Adv. Inst. of Sci. & Technol., Ishikawa, Japan
Abstract :
A computational method is proposed to compute the optimal feedback control law of time-varying linear quadratic optimal control problem. The idea of the method is to use Chebyshev polynomials of the first type and their differentiation operational matrix to solve the matrix Riccati equation. To show the effectiveness of the proposed method, the simulation result of an example is shown
Keywords :
Riccati equations; differentiation; feedback; linear quadratic control; matrix algebra; polynomials; time-varying systems; Chebyshev polynomials; differentiation operational matrix; linear quadratic optimal control; matrix Riccati equation; optimal feedback control law; optimal feedback gain computation; time-varying LQ optimal control; Chebyshev approximation; Computational modeling; Differential equations; Feedback control; Finite wordlength effects; Information science; Optimal control; Polynomials; Riccati equations; Transforms;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.688429
