論文

査読有り
2014年11月

A Recursive Elimination Method for Finite-Horizon Optimal Control Problems of Discrete-Time Rational Systems

IEEE TRANSACTIONS ON AUTOMATIC CONTROL
  • Toshiyuki Ohtsuka

59
11
開始ページ
3081
終了ページ
3086
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1109/TAC.2014.2321231
出版者・発行元
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

In this technical note, a method of solving finite-horizon optimal control problems involving discrete-time rational systems is proposed. Sequences of algebraic equations for the control input and costate at each time are constructed backward, starting from the terminal condition, by the recursive elimination of variables in the optimality conditions. This recursive elimination can be viewed as a generalization of the classical backward sweep method to obtain the discrete-time Riccati equation for finite-horizon linear quadratic control. Sufficient conditions are given for the existence and uniqueness of locally optimal state feedback laws in the form of algebraic functions of the state.

リンク情報
DOI
https://doi.org/10.1109/TAC.2014.2321231
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000344482500027&DestApp=WOS_CPL
ID情報
  • DOI : 10.1109/TAC.2014.2321231
  • ISSN : 0018-9286
  • eISSN : 1558-2523
  • Web of Science ID : WOS:000344482500027

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