Title :
An iterative solution to the finite-time linear quadratic optimal feedback control problem
Author :
Beard, Randal ; Saridis, George ; Wen, John
Author_Institution :
Dept. of Electr. Comput. & Syst. Eng., Rensselaer Polytech. Inst., Troy, NY, USA
Abstract :
Saridis´s successive approximation theory is applied to the finite-time linear quadratic optimal control problem. The result is an iterative scheme which successively improves any initial control law ultimately converging to the optimal state feedback control. The novelty of the approach is that the solution of a nonlinear Riccati equation is replaced by the successive solution to a linear Lyapunov equation. Numerical examples illustrate the approach
Keywords :
Lyapunov methods; Riccati equations; approximation theory; control system analysis; iterative methods; linear quadratic control; state feedback; Saridis´s successive approximation; finite-time linear quadratic control; iterative solution; linear Lyapunov equation; nonlinear Riccati equation; optimal control; state feedback control; Approximation methods; Boundary conditions; Cost function; Economic indicators; Feedback control; Nonlinear equations; Optimal control; Riccati equations; State feedback; Systems engineering and theory;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.533878
