On finite time optimal control for discrete-time linear systems with parameter variation

2015 ◽  
Author(s):  
Kenji Fujimoto ◽  
Teppei Inoue ◽  
Shun Maruyama
Keyword(s):  
Optimal Control ◽  
Linear Systems ◽  
Discrete Time ◽  
Finite Time ◽  
Parameter Variation ◽  
Time Optimal Control ◽  
Time Optimal ◽  
Time Linear

Solution of Finite-Time LQP Optimal Control Problems for Discrete-Time Systems

1982 ◽  
Vol 104 (2) ◽  
pp. 151-157 ◽  
Author(s):  
M. J. Grimble ◽  
J. Fotakis
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Discrete Time ◽  
Time Optimal Control ◽  
Infinite Time ◽  
Time Problem ◽  
Z Domain ◽  
Time Optimal ◽  
Time Optimal Control Problem

The deterministic discrete-time optimal control problem for a finite optimization interval is considered. A solution is obtained in the z-domain by embedding the problem within a equivalent infinite time problem. The optimal controller is time-invariant and may be easily implemented. The controller is related to the solution of the usual infinite time optimal control problem due to Wiener. This new controller should be of value in self-tuning control laws where a finite interval controller is particularly important.

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