Optimal control backward

Lagrange multipliers of control systems are propagated backward via the adjoint of the input equation

formula, ordinary differential equation

MaRDI QIDQ6674536FDOCommunityMathModDB

Formula(s) and Quantities

$\dot{z}(t)=-(A^{†}+\sum _k{u}_k(t)N_k^{†})z(t)-B^{†}u(t)$

$A$ represents control system matrix A

$B$ represents control system matrix B

$N$ represents control system matrix N

$t$ represents time

$u$ represents control system input

$z$ represents control system Lagrange multiplier

Further links

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