Solution of the discrete infinite-time, time-invariant regulator by the Euler equation
- 1 July 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 22 (1) , 49-56
- https://doi.org/10.1080/00207177508922059
Abstract
The discrete time-variant regulator problem with an infinite sum criterion is considered as a variational problem on the normed linear apace of infinite sequences (1n1) The discrete Euler equation is used to find the necessary condition that an optimal control sequence, solving this problem, must satisfy and it is shown that the optimal control is in the form of time-variant feedback gain which satisfies a discrete Riccati difference equation. The case of finite-time, time-variant regulator is treated as a special case of the infinite-time problem.Keywords
This publication has 1 reference indexed in Scilit:
- The discrete Euler equation on the normed linear spaceln1International Journal of Control, 1975