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
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;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
