CRIS Current Research Information System
IRIS è la soluzione IT che facilita la raccolta e la gestione dei dati relativi alle attività e ai prodotti della ricerca. Fornisce a ricercatori, amministratori e valutatori gli strumenti per monitorare i risultati della ricerca, aumentarne la visibilità e allocare in modo efficace le risorse disponibili.
EnglishIn this note, a simple method is proposed for the solution of the finite-horizon LQ problem, which does not require the integration of the Riccati differential equation. Precisely, the problem is tackled by parametrizing the set of trajectories solving the Hamiltonian system in finite terms, under the assumption of stabilizability of the underlying system. In this way, it is possible to determine closed-form expressions for the state and control functions, as well as for the optimal cost in terms of the assigned state at the end-points.
| Titolo: | A parametrization of the solutions of the Hamiltonian system for stabilizable pairs |
| Autore/i: | NTOGRAMATZIDIS, LORENZO; MARRO, GIOVANNI |
| Autore/i Unibo: | |
| Anno: | 2005 |
| Rivista: | |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1080/00207170500075348 |
| Abstract: | In this note, a simple method is proposed for the solution of the finite-horizon LQ problem, which does not require the integration of the Riccati differential equation. Precisely, the problem is tackled by parametrizing the set of trajectories solving the Hamiltonian system in finite terms, under the assumption of stabilizability of the underlying system. In this way, it is possible to determine closed-form expressions for the state and control functions, as well as for the optimal cost in terms of the assigned state at the end-points. |
| Data prodotto definitivo in UGOV: | 2005-10-13 18:29:45 |
| Appare nelle tipologie: | 1.01 Articolo in rivista |
File in questo prodotto:
http://hdl.handle.net/11585/16941
Copyright © 2021