Title

Linear Quadratic Regulator with Varying Finite-Time Durations

Document Type

Article

Language

eng

Publication Date

6-26-1991

Publisher

Institute of Electrical and Electronic Engineers (IEEE)

Source Publication

1991 American Control Conference

Source ISSN

0879425652

Abstract

This paper considers the time-invariant linear quadratic regulator problem with varying finite time durations. It is shown that driving the state of a system along the same optimal trajectory but over a different time horizon requires a single Riccati gain matrix that is shifted appropriately in time. This result has significant ramifications for real-time implementation of optimal control systems.

Comments

Published as a part of 1991 American Control Conference (June 26-28, 1991). DOI.

Mark L. Nagurka was affiliated with Carnegie Mellon University at the time of publication.

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