Successive method for general multiple linear-quadratic control problem indiscrete time

Authors
Citation
Lz. Liao et D. Li, Successive method for general multiple linear-quadratic control problem indiscrete time, IEEE AUTO C, 45(7), 2000, pp. 1380-1385
Citations number
14
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
45
Issue
7
Year of publication
2000
Pages
1380 - 1385
Database
ISI
SICI code
0018-9286(200007)45:7<1380:SMFGML>2.0.ZU;2-J
Abstract
A successive method is proposed in this note for the general multiple linea r-quadratic control problem in discrete time. A family of auxiliary paramet ric linear-quadratic control problems is constructed such that its solution sequence converges to the optimal solution of the original problem. Theore tical analysis for the computational procedure and global convergence of th e successive method is provided. The successive method utilizes the special structure of the problem, thus being computationally efficient and being a ble to furnish a closed-loop optimal control law.