Optimal linear regulators: The discrete-time case
- 1 December 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 16 (6) , 613-620
- https://doi.org/10.1109/tac.1971.1099832
Abstract
In this paper the optimal discrete-time linear-quadratic regulator problem is carefully presented and the basic results are reviewed. Dynamic programming is used to determine the optimization equations. Special attention is given to problems unique to the discrete-time case; this includes, for example, the possibility of a singular system matrix and a singular control-effort weighting matrix. Some problems associated with sampled-data systems are also summarized, e.g., sensitivity to sampling time, and loss of controllability due to sampling. Computational methods for the solution of the optimization equations are outlined and a simple example is included to illustrate the various computational approaches.Keywords
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