A Double Integral Quadratic Cost Problem with Application to Feedback Stabilization.
Abstract
This paper considers an optimal regulator problem which is different from the conventional linear quadratic cost problem but leads to a stable linear feedback control. The problem considers a double integral quadratic cost function and an integral constraint on state trajectories. The optimal open-loop control is transformed to a closed-loop control and subsequently a modified control is obtained based on a receding horizon notion. This modified control law is shown to be asymptotically stable and to result in a new method for stabilizing linear time-varying systems, as well as providing an easy means to stabilize time-invarient systems. Moreover, the gain matrix for the modified control is obtained from a Riccati-type equation over a finite time interval, and a large class of nonlinearities can be allowed in the closed-loop without destroying its stability.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1977
- Accession Number
- ADA049533
Entities
People
- Allan E. Pearson
- W. H. Kwon
Organizations
- Brown University