The optimal control with infinite horizon of the LQCP with a state constraint

Author

Kang, Jing-Li ; Mao, Yun-Ying

Author_Institution

Inst. of Syst. Eng., Tianjin Univ., China

Volume

1

fYear

2004

fDate

26-29 Aug. 2004

Firstpage

604

Abstract

Linear-quadratic control problem (LQCP) is the classical control problem in the modern control theory. This paper investigates the optimal control with infinite horizon of the LQCP with an inequality constraint on the state integration. In terms of the unconstrained LQCP with infinite horizon, the corresponding perturbed system is introduced. By studying the properties of the perturbed system, the optimal control of this infinite horizon perturbed system is derived. The feedback form of the optimal control with infinite horizon of linear-quadratic system with the state integral inequality constraint is obtained.

Keywords

feedback; infinite horizon; integral equations; linear quadratic control; LQCP; feedback; infinite horizon; linear-quadratic control problem; linear-quadratic system; modern control theory; optimal control; perturbed system; state constraint; state integral inequality constraint; Constraint theory; Control systems; Cost function; Feedback control; Infinite horizon; Mathematics; Modems; Optimal control; Riccati equations; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

Machine Learning and Cybernetics, 2004. Proceedings of 2004 International Conference on

Print_ISBN

0-7803-8403-2

Type

conf

DOI

10.1109/ICMLC.2004.1380763

Filename

1380763