A generalization of the finite-horizon linear quadratic regulator problem is proposed for LTI continuous-time controllable systems. In particular, a formulation of the LQ problem is considered, with affine constraints on the initial and the terminal states and with general quadratic costs in the initial and terminal states. The solution presented is simple and attractive from a computational point of view, and it is based on the solutions of an algebraic Riccati equation and of a Lyapunov equation, that enable all the solutions of the Hamiltonian differential equation to be parametrized in closed form.

A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions

MARRO, GIOVANNI;NTOGRAMATZIDIS, LORENZO
2005

Abstract

A generalization of the finite-horizon linear quadratic regulator problem is proposed for LTI continuous-time controllable systems. In particular, a formulation of the LQ problem is considered, with affine constraints on the initial and the terminal states and with general quadratic costs in the initial and terminal states. The solution presented is simple and attractive from a computational point of view, and it is based on the solutions of an algebraic Riccati equation and of a Lyapunov equation, that enable all the solutions of the Hamiltonian differential equation to be parametrized in closed form.
A. Ferrante; G. Marro; L. Ntogramatzidis
File in questo prodotto:
Eventuali allegati, non sono esposti

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/16958
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 34
  • ???jsp.display-item.citation.isi??? 30
social impact