Abstract
The principle of optimality in terms of minimization of a performance index is introduced. For continuous and discrete time state space system models a performance index is minimized. The result is applied in the case of a quadratic index for a linear system and the resulting time dependent and time independent Riccati equations are derived. The conditions for guaranteed stability of the steady-state Linear Quadratic Regulator (LQR) are presented. An eigenstructure assignment approach to the steady-state LQ regulator problem is developed.
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© 2009 Springer-Verlag Berlin Heidelberg
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Hendricks, E., Jannerup, O., Sørensen, P.H. (2009). Optimal Control. In: Linear Systems Control. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78486-9_5
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DOI: https://doi.org/10.1007/978-3-540-78486-9_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-78485-2
Online ISBN: 978-3-540-78486-9
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