The linear quadratic tracker on time scales (Q411305)

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scientific article; zbMATH DE number 6021908
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The linear quadratic tracker on time scales
scientific article; zbMATH DE number 6021908

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    The linear quadratic tracker on time scales (English)
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    4 April 2012
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    Summary: In this work, we study a natural extension of the Linear Quadratic Regulator (LQR) on time scales. Here, we unify and extend the Linear Quadratic Tracker (LQT). We seek to find an affine optimal control that minimises a cost functional associated with a completely observable linear system. We then find an affine optimal control for the fixed final state case in terms of the current state. Finally, we include an example in disturbance/rejection modelling. A numerical example is also included.
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    time scales
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    dynamic equations
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    optimal control
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    regulator problem
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    tracking problem
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    cost functional
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    Riccati equation
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    linear quadratic tracker (LQT)
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    linear quadratic regulator (LQR)
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    rejection modelling
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    disturbance modelling
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