New equations for the time-dependent regulator problem

Casti, J. (1975). New equations for the time-dependent regulator problem. IEEE Transactions on Automatic Control 20 (4) p. 558. 10.1109/TAC.1975.1101012.

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Abstract

This correspondence presents a derivation of an alternate set of equations for determination of the optimal feedback gain matrix for the time-dependent linear regulator problem. In contrast to the usual Riccati equation approach, the new system is composed of onlynmequations, wheremis the number of systems input terminals. As payment for this reduction in number of equations, however, the new system is not entirely general, being restricted to constant control matricesG, with arbitrary dynamics and cost matricesFandQ, respectively.

Item Type:	Article
Research Programs:	System and Decision Sciences - Core (SDS)
Depositing User:	Romeo Molina
Date Deposited:	29 Nov 2016 14:10
Last Modified:	27 Aug 2021 17:28
URI:	https://pure.iiasa.ac.at/14019

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