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.

引用

页码：78 / 93

页数：16

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