Title :
Calculation of an approximate solution of the infinite time-varying LQ-problem
Author :
Engwerda, Jacob C.
Author_Institution :
Tilburg Univ., Netherlands
fDate :
1/1/1994 12:00:00 AM
Abstract :
Presents an algorithm to approximate the steady-state solution of the discrete time-varying LQ regulator problem. Given an a priori permitted approximation error and some system characteristics, the algorithm yields a solution which has the property that the norm of the difference between this solution and the steady-state solution does not exceed this approximation error
Keywords :
discrete systems; time-varying systems; a priori permitted approximation error; approximate solution; infinite time-varying LQ-problem; steady-state solution; Approximation algorithms; Approximation error; Control systems; Controllability; Difference equations; Jacobian matrices; Riccati equations; Steady-state; Terminology; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
