Linear Quadratic Regulator With Varying Finite Time Durations

Document Type

Article

Language

eng

Publication Date

9-1992

Publisher

American Society of Mechanical Engineers

Source Publication

Journal of Dynamic Systems, Measurement, and Control

Source ISSN

0022-0434

Abstract

The optimal state trajectories of time-invariant linear quadratic regulator problems with different time horizons can be found from a single Riccati gain matrix shifted appropriately in time. This result has significant ramifications for real-time implementation of optimal controllers driving systems at various speeds.

Comments

American Society of Mechanical Engineers, Vol. 114, No. 3 (September 1992): 517-519. DOI.

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