DocumentCode
488656
Title
Linear Quadratic Regulator with Varying Finite Time Durations
Author
Tasch, Uri ; Nagurka, Mark L.
Author_Institution
Department of Mechanical Engineering, University of Maryland Baltimore County, Baltimore, MD 21228
fYear
1991
fDate
26-28 June 1991
Firstpage
100
Lastpage
104
Abstract
This paper considers the time-invariant linear quadratic regulator problem with varying finite time durations. It is shown that driving the state of a system along the same optimal trajectory but over a different time horizon requires a single Riccati gain matrix that is shifted appropriately in time. This result has significant ramifications for real-time implementation of optimal control systems.
Keywords
Control systems; Differential equations; Matrices; Mechanical engineering; Modems; Performance analysis; Real time systems; Regulators; Riccati equations; Steady-state;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1991
Conference_Location
Boston, MA, USA
Print_ISBN
0-87942-565-2
Type
conf
Filename
4791332
Link To Document