Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems
β Scribed by M. El-Kady
- Book ID
- 113449421
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 280 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0893-9659
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π SIMILAR VOLUMES
A methodjtir the optimal control of linear time-varying systems with a quadratic cost jitnctional is proposed. The state and control variables are expanded in the shified Legendre series, and an algorithm is provided for approximating the system dynamics, boundary conditions and peyformance index. T
Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT