Approximate Riccati Equation and Its Application to Optimal Control in Discrete-Time Systems
نویسنده
چکیده
We present a method of solving an linear quadratic regulator problem approximately in the case of discrete-time systems. This method leaves parameters as symbols in the evaluation function. We introduce the concept of the approximate linear quadratic regulator problem. We also propose a computation method to solve the problem. A numerical example of the approximate linear quadratic regulator problem is also presented.
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