Calculation of an approximate solution of the infinite time-varying LQ-problem

Presents an algorithm to approximate the steady-state solution of the discrete time-varying LQ regulator problem. Given an a priori permitted approximation error and some system characteristics, the algorithm yields a solution which has the property that the norm of the difference between this solut...

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Bibliographic Details
Published in:IEEE transactions on automatic control 1994-01, Vol.39 (1), p.235-238
Main Author: Engwerda, J.C.
Format: Article
Language:English
Subjects:
Applied sciences
Approximation algorithms
Approximation error
Computer science
control theory
systems
Control systems
Control theory. Systems
Controllability
Difference equations
Exact sciences and technology
Jacobian matrices
Optimal control
Riccati equations
Steady-state
Terminology
Time varying systems
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Description
Summary:Presents an algorithm to approximate the steady-state solution of the discrete time-varying LQ regulator problem. Given an a priori permitted approximation error and some system characteristics, the algorithm yields a solution which has the property that the norm of the difference between this solution and the steady-state solution does not exceed this approximation error.< >
ISSN:0018-9286
1558-2523
DOI:10.1109/9.273376