• 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