Title :
A unified approach to the finite-horizon LQ regulator - Part I: the continuous time
Author :
Ferrante, Augusto ; Ntogramatzidis, Lorenzo
Author_Institution :
Dipt. di Ingegneria dell´´Informazione, Universita di Padova
Abstract :
Under the mild assumption of sign-controllability, a closed-form expression parametrizing all the solutions of the Hamiltonian system over a finite time interval is presented in terms of a strongly unmixed solution of a continuous algebraic Riccati equation and of the solution of an algebraic Lyapunov equation. This result can be employed for the solution of a generalized version of the finite-horizon LQ problem, encompassing the case of fixed end-point
Keywords :
Lyapunov methods; Riccati equations; algebra; controllability; linear quadratic control; Hamiltonian system; algebraic Lyapunov equation; closed-form expression parametrizing; continuous algebraic Riccati equation; finite time interval; finite-horizon LQ regulator; sign-controllability; Boundary conditions; Closed-form solution; Control systems; Control theory; Differential equations; Optimal control; Performance analysis; Regulators; Riccati equations; USA Councils;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.376896
