Indefinite LQ optimal control with cross term for discrete‐time uncertain systems

2018 ◽  
Vol 42 (4) ◽  
pp. 1194-1209
Author(s):  
Yuefen Chen ◽  
Yuanguo Zhu ◽  
Bo Li
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
Uncertain Systems ◽  
Cross Term ◽  
Lq Optimal Control

Multi-Dimension Uncertain Linear Quadratic Optimal Control with Cross Term

2015 ◽  
Vol 19 (5) ◽  
pp. 670-675 ◽  
Author(s):  
Yuefen Chen ◽  
◽  
Bo Li
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Linear Feedback ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Riccati Differential Equation ◽  
Cross Term ◽  
Lq Optimal Control ◽  
Quadratic Optimal Control ◽  
Feedback Optimal Control

In this paper, we consider a multi-dimension uncertain linear quadratic (LQ) optimal control with cross term. With the aid of the equation of optimality of a general multi-dimension uncertain optimal control, we present a necessary and sufficient condition for the existence of optimal linear feedback optimal control which is associated with a Riccati differential equation. Moreover, some properties of the solution for the Riccati differential equation are discussed. Furthermore, the uniqueness of the feedback optimal control for the uncertain linear quadratic optimal control with cross term is proved. Finally, as an application, an example is presented to illustrate the theory obtained.

Optimal control of discrete-time uncertain systems with imperfect measurement

2002 ◽  
Vol 47 (11) ◽  
pp. 1909-1914 ◽  
Author(s):  
R.R. Moitie ◽  
M. Quincampoix ◽  
V.M. Veliov
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
Uncertain Systems
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