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Feedback control in LQCP with a terminal inequality constraint - MaRDI portal

Feedback control in LQCP with a terminal inequality constraint (Q1108985)

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scientific article; zbMATH DE number 4068722
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Feedback control in LQCP with a terminal inequality constraint
scientific article; zbMATH DE number 4068722

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    Feedback control in LQCP with a terminal inequality constraint (English)
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    1989
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    This paper considers the linear-quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires to solve an integral Riccati equation for the unconstrained LQCP and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.
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    linear-quadratic control problem
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    terminal state inequality constraint
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    synthesis
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    feedback control
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    integral Riccati equation
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