Multi-Dimension Uncertain Linear Quadratic Optimal Control with Cross Term
2015 ◽
Vol 19
(5)
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pp. 670-675
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Keyword(s):
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.
2020 ◽
Vol 2020
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pp. 1-11
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2018 ◽
Vol 21
(03)
◽
pp. 1850014
1996 ◽
Vol 29
(3)
◽
pp. 121-129
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