Optimal Control with Terminal State Constraints for Multichannel Input Linear Systems

This paper is concerned with the linear quadratic (LQ) control problem with multiple input channels and terminal state constraints. The problem can be solved by augmenting all the inputs into one. However, the calculation will be much more involved especially for the case with large scale of inputs. To overcome this complexity, we adopt a leader-follower game theory approach. The optimal controller is obtained in the feedback of the state in terms of Riccati equations. A numerical example is provided to demonstrate the effectiveness of the derived result.