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The Numerical Solution to Linear Quadratic Optimal Regulator within Finite Time(PDF)

南京师范大学学报（工程技术版）[ISSN:1006-6977/CN:61-1281/TN]

Issue:
2003年01期
Page:
30-33
Research Field:
Publishing date:

Info

Title:
The Numerical Solution to Linear Quadratic Optimal Regulator within Finite Time
Author(s):
Ye Biaoming
College of Electrical and Electronic Engineering, Nanjing Normal University, 210042, Nanjing, PRC
Keywords:
linear quadratic;  Riccati equation;  MATLAB;  numerical solution
PACS:
O231
DOI:
-
Abstract:
With the Riccati differential equation of linear quadratic optimal regulator within finite time discretized, the Riccati differential equation is changed into Riccati algebraic equation. By using the function of lqr( ) inMATLAB control system toolbox to solve Riccati a-l gebraic equation, the numerical solution to both Riccati differential equation and the linear quadratic optimal control can be obtained.

References:

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[ 2] 钟万勰. LQ 控制区段混合能矩阵的微分方程及其应用[ J] . 自动化学报, 1992, 18( 3) : 325~ 331.
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Memo

Memo:
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Last Update: 2013-04-29