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Numerical determination of quadratic-optimal regulator for linear systems with constraints

Cvejn J.

Archives of Control Sciences

2004

Vol. 14, no. 3/4

231-246

The paper describes a way of determination of quadratic-optimal regulator for linear continuous and discrete systems with constraints. The method is based on direct numerical minimization of the quadratic criterion expressing the quality of control. Constant regulator matrix, independent on the starting state, is obtained as a result. Due to the constraints the optimal regulator however depends on initial state. Therefore, the problem formulation was modified by using an extended criterion of optimality that guarantees quality behavior for any initial state within a given set.