Discrete-time free and fixed end-point optimal control problem

نویسندگان

  • Corneliu Botan
  • Florin Ostafi
چکیده

The solution for the above formulated problems are well known (Anderson, Moore, 1990), (Kuo, 1992), but there are some difficulties in implementation of the algorithms. The solution to the P1 problem is usually presented as an open loop control u(k) because the feedback control u(x(k)) has a complicated form. The P2 problem is the most frequently meet linear quadratic problem with finite final time. The matrix of the feedback controller is time variant and is designed based on a solution to the Riccati difference matriceal equation. This solution has to be computed in real time and this fact can generate some difficulties in implementation, augmented by the fact that the equation must be solved in inverse time, starting from a final condition.

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تاریخ انتشار 2005