The design of finite-time optimal multivariable systems
- 1 March 1978
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 9 (3) , 311-334
- https://doi.org/10.1080/00207727808941700
Abstract
A procedure is described for the solution of the free end-point optimal control problem. The multivariable plant is assumed to be linear and time-invariant, and the quadratic performance criterion, which is measured over a finite interval, contains an end-state weighting term. This is the first presentation of a general solution to this problem in the complex frequency domain. A technique is described by which the optimal time-varying feedback gain matrix can be calculated directly from the s domain results.Keywords
This publication has 5 references indexed in Scilit:
- A general transfer function approach to linear stationary filtering and steady-state optimal control problemsInternational Journal of Control, 1976
- Davidon’s Method in Hilbert SpaceSIAM Journal on Applied Mathematics, 1968
- Computer Algorithm for Spectral Factorization of Rational MatricesIBM Journal of Research and Development, 1968
- Factoring the spectral matrixIEEE Transactions on Automatic Control, 1963
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961