Solution for the Continuous-Time Infinite-Horizon Linear Quadratic Regulator Subject to Scalar State Constraints

Thijs van Keulen

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Solution for the Continuous-Time Infinite-Horizon Linear Quadratic Regulator Subject to Scalar State Constraints

机译：标量状态约束下连续时间无限水平线性二次调节器的解

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This letter provides a solution for the continuous-time linear quadratic regulator (LQR) subject to a scalar state constraint. Using a dichotomy transformation, novel properties for the finite-horizon LQR are derived; the unknown boundary conditions are e

机译：这封信为标量状态约束下的连续时间线性二次调节器（LQR）提供了解决方案。使用二分法变换，导出了有限水平LQR的新属性。未知的边界条件是e

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来源
《IEEE Control Systems Letters》 |2020年第1期|133-138|共6页
作者
Thijs van Keulen;
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作者单位

Department of Mechanical Engineering Control Systems Technology Group Eindhoven University of Technology Eindhoven MB The Netherlands;

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原文格式 PDF
正文语种 eng
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关键词
Optimal control; Regulators; Eigenvalues and eigenfunctions; Boundary conditions; Trajectory; Tools;

机译：最佳控制;监管机构;特征值和特征函数;边界条件;弹道;工具类;

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2. Analytical Solutions to the Optimization of a Quadratic Cost Function Subject to Linear and Quadratic Equality Constraints [J] . I. Thng, A. Cantoni, Y. H. Leung Applied mathematics and optimization . 1996,第2期

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4. Constrained infinite-horizon linear quadratic regulation of continuous-time systems [C] . Gao Xiang-Yu, Zhang Xian 2011 30th Chinese Control Conference . 2011

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5. Scalar sign function-based digital controller design for constrained continuous-time nonlinear systems. [D] . Wu, Jian. 2009

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7. Linear-quadratic control with and without stability subject to general implicit continuous-time systems: coordinate-free interpretations of the optimal costs in terms of dissipation inequality and linear matrix inequality; existence and uniqueness of optimal controls and state trajectories [O] . Geerts Ton 1994

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8. Anticipative Feedback Solution for the Infinite-Horizon, Linear-Quadratic, Dynamic, Stackelberg Game Working paper [R] . Chen, B., Zadrozny, P. A. 2001

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Solution for the Continuous-Time Infinite-Horizon Linear Quadratic Regulator Subject to Scalar State Constraints

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