A solution to the continuous and discrete-time linear quadratic optimal problems

Authors:
Corneliu Botan;Florin Ostafi
Affiliations:
Dept. of Automatic Control and Industrial Informatics, "Gh. Asachi" Technical University of Iasi, Iasi, Romania;Dept. of Automatic Control and Industrial Informatics, "Gh. Asachi" Technical University of Iasi, Iasi, Romania
Venue:
WSEAS Transactions on Systems and Control
Year:
2008

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Abstract

The paper establishes a non-variational procedure in order to obtain the solution to an optimal control problem. The optimal control refers to a quadratic criterion with finite final time, regarding a time-variant linear system, for continuous and discrete time cases. The proposed solution is more convenient for implementation by comparison with the classical ones. The indicated optimal controller is advantageous especially in the time-invariant case. New solutions to Riccati differential / difference equations are also presented.