We derive closed-form solutions for the linear-quadratic (LQ) optimal control problem subject to integral quadratic constraints. The optimal control is a non-linear function of the current state and the initial state. Furthermore, the optimal control is easily calculated by solving an unconstrained
A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints
β Scribed by H. T. Toivonen
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 496 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0143-2087
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## Abstract In this paper, we consider the linearβquadratic control problem with an inequality constraint on the control variable. We derive the feedback form of the optimal control by the agency of the unconstrained linearβquadratic control systems. Copyright Β© 2001 John Wiley & Sons, Ltd.
This communication presents a spectral method for solving time-varying linear quadratic optimal control problems. Legendre-Gauss-Lobatto nodes are used to construct the mth-degree polynomial approximation of the state and control variables. The derivative x (t) of the state vector x(t) is approximae