A new approach to the optimal control problem including trajectory sensitivity

  • Published : 1990.10.01

Abstract

We formulate optimal quadratic regulator problems with trajectory sensitivity terms as a optimization problem for a fixed controller structure. Using well-known techniques for parametric LQ problems, we give an algorithm to obtain suboptimal feedback gains by iterative solutions of two Lyapunov equations. A numerical example is given to illustrate the effectiveness of the proposed algorithm.

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