Asymptotics of the solution to a singularly perturbed linear-quadratic optimal control problem

被引：2

作者：

Kalinin, A. I. ^{[1
]}

Lavrinovich, L. I. ^{[1
]}

机构：

[1] Belarusian State Univ, Minsk 220030, BELARUS

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2015年 / 55卷 / 02期

关键词：

optimal control; linear system; quadratic functional; singular perturbations; asymptotic approximations; suboptimal synthesis; PERTURBATIONS;

D O I：

10.1134/S0965542515020128

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The optimization of a transient process in a linear singularly perturbed system is considered. The goal is to find an admissible control that minimizes an integral quadratic cost functional. Asymptotic approximations to optimal open-loop and feedback controls are constructed for this problem. The basic advantage of the algorithms proposed is that the original optimal control problem splits into two unperturbed problems of lower dimension.

引用

页码：194 / 205

页数：12

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