The solution for the generalized Riccati algebraic equations of linear equality constraint system (Q1269848)

The establishment of analogy theory between computational structural mechanics and optimal control is based on the substructural chain theory in structural mechanics and the linear quadratic (LQ) control problem in optimal control. When dealing with the control problem by applying the above theory, one can realize the advantages of methods in structural mechanics. In the present paper, based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problems, the generalized Riccati equations of the linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given. Finally, a numerical example is shown to demonstrate the efficiency of the method.