Title :
On the existence of an optimal synthesis for a class of linear discrete-time systems with quadratic costs and a fixed target point
Author :
Tang, Guoqing ; Wang, Zidong
Author_Institution :
Dept. of Math., North Carolina A&T State Univ., Greensboro, NC, USA
Abstract :
We use the dynamic programming and approximation techniques to prove the existence of an optimal synthesis for a class of linear discrete time systems with quadratic costs and a fixed target point, in which the optimal control law is given in the feedback form of time and state. Our result establishes an analogy in synthesizing fixed target point linear quadratic regulator problems between linear continuous time systems and this class of linear discrete time systems
Keywords :
cost optimal control; discrete time systems; dynamic programming; feedback; linear quadratic control; linear systems; quadratic programming; approximation techniques; dynamic programming; feedback form; fixed target point; fixed target point linear quadratic regulator problems; linear continuous time systems; linear discrete time systems; optimal control law; optimal synthesis; quadratic costs; Automatic control; Control system synthesis; Cost function; Dynamic programming; Laboratories; Mathematics; Optimal control; Regulators; State feedback; State-space methods;
Conference_Titel :
System Theory, 1997., Proceedings of the Twenty-Ninth Southeastern Symposium on
Conference_Location :
Cookeville, TN
Print_ISBN :
0-8186-7873-9
DOI :
10.1109/SSST.1997.581570
