Linear-quadratic optimal control with in
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A. E. B. Lim; Y. Q. Liu; K. L. Teo; J. B. Moore
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Article
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1999
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John Wiley and Sons
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English
โ 128 KB
๐ 2 views
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