一种基于状态转换的LQR问题显式求解方法

V. Ghaffari
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引用次数: 1

摘要

本文主要研究了已知的LQR问题。在连续时间和离散时间表示下,用该方法解析确定了LQR问题的显式解。通过两个数值算例验证了该方法的适用性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A state transition based approach to explicit solution of the LQR problem
In this paper, the well-known LQR problems are mainly investigated. In both of the continuous-time and discretetime representations, an explicit solution of the LQR problems are analytically determined with the proposed method. This procedure which, based on the state transition matrix, is used in two numerical examples to show the applicability of proposed method.
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