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)

zbMATH Keywords

Riccati equationtrackingprefilterClosed-form solutionscomputational procedurelinear optimal regulator

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3710033 (Why is no real title available?)
• scientific article; zbMATH DE number 3603899 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• scientific article; zbMATH DE number 3343633 (Why is no real title available?)
• A Hessenberg-Schur method for the problem AX + XB= C
• A simplified method for solving the matrix Riccati equation†
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Closed-form solutions for feedback control with terminal constraints
• Comparison of numerical methods for solving Liapunov matrix equations†
• Computing integrals involving the matrix exponential
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• On the matrix Riccati equation
• The numerical solution of<tex>X = A_{1}X + XA_{2} + D, X(0) = C</tex>

Cited in

(6)

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

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