Linear quadratic regulator with varying finite time durations

Uri Tasch, Mark L. Nagurka

Research output: Contribution to journalArticlepeer-review


The optimal state trajectories of time-invariant linear quadratic regulator problems with different time horizons can be found from a single Riccati gain matrix shifted appropriately in time. This result has significant ramifications for real-time implementation of optimal controllers driving systems at various speeds.

Original languageEnglish
Pages (from-to)517-519
Number of pages3
JournalJournal of Dynamic Systems, Measurement and Control, Transactions of the ASME
Issue number3
StatePublished - 1 Jan 1992
Externally publishedYes


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