Closed-Form Solutions for a Class of Optimal Quadratic Regulator Problems With Terminal Constraints
- 1 March 1986
- journal article
- Published by ASME International in Journal of Dynamic Systems, Measurement, and Control
- Vol. 108 (1) , 44-48
- https://doi.org/10.1115/1.3143741
Abstract
Closed-form solutions are derived for coupled Riccati-like matrix differential equations describing the solution of a class of optimal finite time quadratic regulator problems with terminal constraints. Analytical solutions are obtained for the feedback gains and the closed-loop response trajectory. A computational procedure is presented which introduces new variables for efficient computation of the terminal control law. Two examples are given to illustrate the validity and usefulness of the theory.Keywords
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