Linear Quadratic Regulator with Varying Finite-Time Durations
Institute of Electrical and Electronic Engineers (IEEE)
1991 American Control Conference
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.
Tasch, Ui and Nagurka, Mark L., "Linear Quadratic Regulator with Varying Finite-Time Durations" (1991). Mechanical Engineering Faculty Research and Publications. 184.