Applied Mathematics and Mechanics

, Volume 19, Issue 3, pp 309–313 | Cite as

The solution for the generalized riccati algebraic equations of linear equality constraint system

  • Deng Zichen
  • Zhong Wanxie


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 words

constraint equation generalized Riccati algebraic equation linear quadratic control 


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Copyright information

© Editorial Committee of Applied Mathematics and Mechanics 1980

Authors and Affiliations

  • Deng Zichen
    • 1
  • Zhong Wanxie
    • 2
  1. 1.Northwestern Polytechnical UniversityXi'anPR China
  2. 2.Dalian University of TechnologyDalianPR China

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