2005
DOI: 10.1016/j.automatica.2005.01.018
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A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions

Abstract: A generalization of the finite-horizon linear quadratic regulator problem is proposed for LTI continuous-time controllable systems. In particular, a formulation of the linear quadratic (LQ) problem is considered, with affine constraints on the initial and the terminal states and with general quadratic costs in the initial and terminal states. The solution presented is simple and attractive from a computational point of view, and is based on the solutions of an algebraic Riccati equation and of a Lyapunov equat… Show more

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Cited by 39 publications
(39 citation statements)
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“…[28] and [31] investigate methods of determining the appropriate level of smoothing by analyzing properties of the input data. LQ problems with various types of boundary conditions are studied in [7] and [23] but to the extent of our knowledge, little work has been done on the type of periodic boundary conditions studied in this paper.…”
Section: D2 Related Work and Contributionsmentioning
confidence: 99%
“…[28] and [31] investigate methods of determining the appropriate level of smoothing by analyzing properties of the input data. LQ problems with various types of boundary conditions are studied in [7] and [23] but to the extent of our knowledge, little work has been done on the type of periodic boundary conditions studied in this paper.…”
Section: D2 Related Work and Contributionsmentioning
confidence: 99%
“…[23] and [26] investigate methods of determining the appropriate level of smoothing by analyzing properties of the input data. LQ problems with various types of boundary conditions are studied in [18] and [4] but to the extent of our knowledge, little work has been done on the type of periodic boundary conditions studied in this paper.…”
Section: Related Work and Contributionsmentioning
confidence: 99%
“…Future investigations will also focus on examining how the use of generalised Riccati equations in the continuous time can be used to parameterise the trajectories that solve the Hamiltonian differential equation, to the end of addressing LQ problems with constraints at the end-points and biased performance indexes along the lines of [3], [12], [4], [5].…”
Section: A Infinite-horizon Lq Problem and Stabilisabilitymentioning
confidence: 99%