Revisit of Linear-Quadratic Optimal Control

被引：0
|
作者：
M. Pachter
机构：
[1] Air Force Institute of Technology,Department of Electrical and Computer Engineering
[2] AFIT/ENG,undefined
来源：
Journal of Optimization Theory and Applications | 2009年 / 140卷
关键词：
Linear quadratic control; Feedback control;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The classical finite-dimensional linear-quadratic optimal control problem is revisited. A new linear-quadratic control problem with linear state penalty terms but without quadratic state penalty terms, is introduced. An optimal control exists and the closed-form optimal solution is given. It is remarkable that feedback action plays no role and state information does not feature in the optimal control. The optimal cost function, rather than being quadratic, is linear in the initial state.
引用
收藏
页码：301 / 314
页数：13
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