Infinite-Horizon Linear-Quadratic Control by Forward Propagation of the Differential Riccati Equation

被引：11
|
作者：
Prach, Anna [1 ]
Tekinalp, Ozan [1 ]
Bernstein, Dennis S. [2 ]
机构：
[1] Middle E Tech Univ, Dept Aerosp Engn, Ankara, Turkey
[2] Univ Michigan, Dept Aerosp Engn, Ann Arbor, MI 48109 USA
来源：
IEEE CONTROL SYSTEMS MAGAZINE | 2015年 / 35卷 / 02期
关键词：
CONVERGENCE; STABILITY;
D O I：
10.1109/MCS.2014.2385252
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
One of the foundational principles of optimal control theory is that optimal control laws are propagated backward in time. For linear-quadratic control, this means that the solution of the Riccati equation must be obtained from backward integration from a final-time condition. These features are a direct consequence of the transversality conditions of optimal control, which imply that a free final state corresponds to a fixed final adjoint state [1], [2]. In addition, the principle of dynamic programming and the associated Hamilton-Jacobi-Bellman equation is an inherently backward-propagating methodology [3]. © 1991-2012 IEEE.
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页码：78 / 93
页数：16
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