Time-Varying Linear-Quadratic Control
β Scribed by A. E. Bryson
- Book ID
- 110424055
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 412 KB
- Volume
- 100
- Category
- Article
- ISSN
- 0022-3239
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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
The discrete-inΓΏnite time stochastic control system with complete observation is considered with quadratic cost functional when the coe cients of the system and cost functional are not time-invariant. It has been shown that the optimal control law has the form of time invariant feedback under the as