Closed-form solutions for a class of optimal quadratic tracking problems

DOI10.1007/BF00942192MaRDI QIDQ762023zbMATH OpenFDO

Authors H. M. Chun, James D. Turner, Jer-Nan Juang

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00942192

zbMATH Keywords

Closed-form solutionscomputational procedurelinear optimal regulatorprefilterRiccati equationtracking

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Review text

Closed-form solutions are derived for a class of tracking problems including a linear optimal regulator and a prefilter for a time-invariant plant. The solutions for the prefilter equation and state trajectory, coupled by the Riccati equation, are exponentially related to the stability matrix of the plant. A computational procedure is presented in recursive form when the desired output state dynamics is assumed linear and time-invariant. Several examples are given for illustration.

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Cited in

(6)

• A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems
• Closed-form recursive formula for an optimal tracker with terminal constraints
• A generalised optimal linear quadratic tracker with universal applications – part 1: continuous-time systems
• Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach
• Closed-Form Solutions for a Class of Optimal Quadratic Regulator Problems With Terminal Constraints
• Linear quadratic tracking with continuous conformable derivatives

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