Title :
A unified approach to the finite-horizon LQ regulator - Part II: the discrete time
Author :
Ferrante, Augusto ; Ntogramatzidis, Lorenzo
Author_Institution :
Dipt. di Ingegneria dell´´Informazione, Universita di Padova
Abstract :
For pt.I see ibid., (2006). A closed-form expression parametrizing the solutions of the extended symplectic difference equation over a finite time interval is given under the mild assumption of modulus-controllability. This representation is expressed in terms of the strongly unmixed solution of a discrete ARE and of an algebraic Stein equation, and is exploited to derive a closed-form solution of a generalized version of the finite-horizon LQ problem
Keywords :
algebra; difference equations; discrete time systems; linear quadratic control; algebraic Stein equation; closed-form expression parametrizing; discrete ARE; discrete time system; extended symplectic difference equation; finite time interval; finite-horizon LQ regulator; modulus-controllability; Boundary conditions; Closed-form solution; Control systems; Difference equations; Differential equations; Infinite horizon; Optimal control; Regulators; USA Councils; Weight control;
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.2006.376897
