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Indefinite LQ Optimal Control with Terminal State Constraint for Discrete-Time Uncertain Systems
Joint Authors
Source
Journal of Control Science and Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-02-22
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Electronic engineering
Information Technology and Computer Science
Abstract EN
Uncertainty theory is a branch of mathematics for modeling human uncertainty based on the normality, duality, subadditivity, and product axioms.
This paper studies a discrete-time LQ optimal control with terminal state constraint, whereas the weighting matrices in the cost function are indefinite and the system states are disturbed by uncertain noises.
We first transform the uncertain LQ problem into an equivalent deterministic LQ problem.
Then, the main result given in this paper is the necessary condition for the constrained indefinite LQ optimal control problem by means of the Lagrangian multiplier method.
Moreover, in order to guarantee the well-posedness of the indefinite LQ problem and the existence of an optimal control, a sufficient condition is presented in the paper.
Finally, a numerical example is presented at the end of the paper.
American Psychological Association (APA)
Chen, Yuefen& Yang, Minghai. 2016. Indefinite LQ Optimal Control with Terminal State Constraint for Discrete-Time Uncertain Systems. Journal of Control Science and Engineering،Vol. 2016, no. 2016, pp.1-10.
https://search.emarefa.net/detail/BIM-1107918
Modern Language Association (MLA)
Chen, Yuefen& Yang, Minghai. Indefinite LQ Optimal Control with Terminal State Constraint for Discrete-Time Uncertain Systems. Journal of Control Science and Engineering No. 2016 (2016), pp.1-10.
https://search.emarefa.net/detail/BIM-1107918
American Medical Association (AMA)
Chen, Yuefen& Yang, Minghai. Indefinite LQ Optimal Control with Terminal State Constraint for Discrete-Time Uncertain Systems. Journal of Control Science and Engineering. 2016. Vol. 2016, no. 2016, pp.1-10.
https://search.emarefa.net/detail/BIM-1107918
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1107918