DocumentCode
851557
Title
A computational method for infinite-time optimal regulation problems
Author
Lee, Jietae ; Bien, Zeungnam
Author_Institution
Kyungpook National University, Taegu, Korea
Volume
31
Issue
12
fYear
1986
fDate
12/1/1986 12:00:00 AM
Firstpage
1146
Lastpage
1149
Abstract
It is shown that, when an infinite-time optimal regulation problem is solved via a method of increasing the terminal time tf of a corresponding finite-time problem, convergence can be accelerated by incorporating a quadratic terminal weight
, where
is the steady-state solution of the Riccati equation for a corresponding truncated linear quadratic problem.
, where
is the steady-state solution of the Riccati equation for a corresponding truncated linear quadratic problem.Keywords
Differential Riccati equations; Optimal control, nonlinear systems; Riccati equations, differential; Control systems; Convergence; Feedback; Integral equations; Mirrors; Optimal control; Poles and zeros; Regulators; Riccati equations; Steady-state;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104194
Filename
1104194
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