Continuous-time inverse quadratic optimal control problem
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Abstract: In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose the first complete result of the necessary and sufficient condition for the existence of corresponding LQ cost functions. Under feasible cases, the analytic expression of the whole solution space is derived and the equivalence of weighting matrices in LQ problems is discussed. For infeasible problems, an infinite dimensional convex problem is formulated to obtain a best-fit approximate solution with minimal control residual. And the optimality condition is solved under a static quadratic programming framework to facilitate the computation. Finally, numerical simulations are used to demonstrate the effectiveness and feasibility of the proposed methods.
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Cited in
(24)- Hidden Markov models: inverse filtering, belief estimation and privacy protection
- Identifiability and solvability in inverse linear quadratic optimal control problems
- Inverse linear quadratic dynamic games using partial state observations
- Discrete-time inverse linear quadratic optimal control over finite time-horizon under noisy output measurements
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- scientific article; zbMATH DE number 1221483 (Why is no real title available?)
- Contiuous time inverse vector optimization problems
- Inverse dynamics-based formulation of finite horizon optimal control problems for rigid-body systems
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