Linear quadratic regulator with varying finite time durations

Uri Tasch; Mark L. Nagurka

doi:10.1115/1.2897378

Linear quadratic regulator with varying finite time durations

Uri Tasch, Mark L. Nagurka

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English
Pages (from-to)	517-519
Number of pages	3
Journal	Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME
Volume	114
Issue number	3
DOIs	https://doi.org/10.1115/1.2897378
State	Published - 1 Jan 1992
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Information Systems
Instrumentation
Mechanical Engineering
Computer Science Applications

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Linear quadratic regulator with varying finite time durations

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