Optimal control with fixed-end point for discrete linear perturbed systems

F. Ostafi, C. Botan
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Abstract

The linear quadratic optimal control problem with finite final time and fixed end-point for discrete linear time invariant systems is presented. The study takes into account the influence of the time variant perturbations in optimal control law implementation. The applicability of the proposed algorithm is validated by simulation tests.
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离散线性扰动系统的定端点最优控制
研究了离散线性时不变系统的最终时间有限、终点固定的线性二次型最优控制问题。研究中考虑了时变扰动对最优控制律实施的影响。仿真实验验证了该算法的适用性。
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