Constrained infinite-time quadratic optimal control: The linear stochastic and nonlinear deterministic cases

Proceedings of the American Control Conference

Volumn 4, Issue , 1998, Pages 2093-2097

  Chmielewski, D ^a   Manousiouthakis, V ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CERTAINTY EQUIVALENCE; CLOSED LOOP STABILITY; DETERMINISTIC SYSTEMS; EXISTENCE OF OPTIMAL SOLUTIONS; INITIAL CONDITIONS; QUADRATIC OPTIMAL CONTROL; STATE INFORMATION; SUFFICIENT CONDITIONS;

OPTIMAL CONTROL SYSTEMS;

STOCHASTIC SYSTEMS;

EID: 0008385246     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.1998.702996     Document Type: Conference Paper

References (10)

1. R.E. Kalman and R.W. Koepcke, "Optimal Synthesis of Linear Sampling Control Systems Using Generalized Performance Indexes," Trans. ASME, 80, (1958) 1820
2. P.D. Joseph and J.T. Tou, "On Linear Control Theory," Trans. AIEE, pt II 80, (1961) 193
3. T.L. Gunckel II and G.F. Francklin, "A General Solution for Linear Sampled Data Control," J. Basic Eng. 85, (1963) 197
4. S.E. Dreyfus, Dynamic Programming and the Calculus of Variations (Academic Press, New York, 1969)
5. A.V. Balakrishnan, Kalman Filtering Theory (Optimization Software, Inc., New York, 1987)
6. D. Chmielewski and V. Manousiouthakis, "On constrained infinite-time linear quadratic optimal control," Systems and Control Letters 29 (1996) p121
7. A. Lim, J.B. Moore and L. Faybusovich, "Separation theorem for linearly constrained LQG optimal control," Systems and Control Letters 28 (1996) p227
8. Langson, W., A. Alleyne, "Infinite Horizon Optimal Control of a Class of Nonlinear Systems", Proc. of the Am. Cont. Conf, Albuquerque, MN, June 1997
9. Banks, S.P., K.J. Mhana, "Optimal Control and Stabilization for Nonlinear Systems", IMA Journal of Mathematical Control and Information, 9, no. 2, (1992) pp 179-196
10. Khalil, H., Nonlinear Systems, Prentice Hall, Upper Saddle River, NJ (1996)