A direct algorithm for solving singular LQ optimal control problems

被引：0
|
作者：
Zhang, Pingjian [1 ]
Xi, Jianqing [1 ]
机构：
[1] S China Univ Technol, Sch Comp Sci & Technol, Guangzhou 510641, Peoples R China
来源：
2006 CHINESE CONTROL CONFERENCE, VOLS 1-5 | 2006年
关键词：
singular controls; LQ optimal control; direct algorithm;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Considered in this paper are the singular linear quadratic optimal control problems. A direct, constructive algorithm for solving this kind of problems is proposed. Compared to existing iterative algorithms, the new one terminates in finite steps and can obtain an analytic form for the value function. Compared to geometric approaches, the transformations involved in the new algorithm are straightforward and easy to apply. Numerical experiments demonstrate the validity of the proposed direct algorithm.
引用
收藏
页码：1822 / +
页数：3
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