The solution for the generalized riccati algebraic equations of linear equality constraint system
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Based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given, and finally numerical example is shown in this paper.
Key wordsconstraint equation generalized Riccati algebraic equation linear quadratic control
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