Linear Quadratic Regulator With Varying Finite Time Durations
American Society of Mechanical Engineers
Journal of Dynamic Systems, Measurement, and Control
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.
Tasch, Uri and Nagurka, Mark L., "Linear Quadratic Regulator With Varying Finite Time Durations" (1992). Mechanical Engineering Faculty Research and Publications. 133.