Linear quadratic regulator with varying finite time durations

Uri Tasch, Mark L. Nagurka

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

The time-invariant linear quadratic regulator problem with varying finite time durations is considered. 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.

Original languageEnglish
Title of host publicationProceedings of the American Control Conference
Editors Anon
PublisherPubl by American Automatic Control Council
Pages100-103
Number of pages4
ISBN (Print)0879425652
StatePublished - 1 Dec 1991
Externally publishedYes
EventProceedings of the 1991 American Control Conference - Boston, MA, USA
Duration: 26 Jun 199128 Jun 1991

Publication series

NameProceedings of the American Control Conference
Volume1
ISSN (Print)0743-1619

Conference

ConferenceProceedings of the 1991 American Control Conference
CityBoston, MA, USA
Period26/06/9128/06/91

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