Optimal Control of Linear Systems with State Equality Constraints
نویسندگان
چکیده
This paper deals with the optimal control problem for systems with state linear equality constraints. For deterministic linear systems, first we find various existence conditions for constraining state feedback control and determine all constraining feedback gains, from which the optimal feedback gain is derived by using the result of singular optimal control. For systems with stochastic process noises, it is shown that the same gain used for constraining the deterministic system also optimally constrains the expectation of states inside the constraint subspace and minimizes the expectation of the squared constraint error. We compare performance between unconstrained and constrained controllers for both deterministic and stochastic systems. Copyright c ©2005 IFAC
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