Linear nonquadratic optimal control

Jeff S. Shamma; Dapeng Xiong

doi:10.1109/9.587349

Linear nonquadratic optimal control

Jeff S. Shamma^*, Dapeng Xiong

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

39 Scopus citations

Abstract

We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementation of the finite-horizon optimal control is stabilizing and within a specified tolerance of the infinite-horizon performance.

Original language	English (US)
Pages (from-to)	875-879
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	42
Issue number	6
DOIs	https://doi.org/10.1109/9.587349
State	Published - 1997
Externally published	Yes

Keywords

Dynamic programming
Receding horizon
ℓ-optimal control

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/9.587349

Cite this

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AB - We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementation of the finite-horizon optimal control is stabilizing and within a specified tolerance of the infinite-horizon performance.

KW - Dynamic programming

KW - Receding horizon

KW - ℓ-optimal control

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Linear nonquadratic optimal control

Abstract

Keywords

ASJC Scopus subject areas

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