Downloads: 149

Files in This Item:
File Description SizeFormat 
TAC.2014.2321231.pdf140.65 kBAdobe PDFView/Open
Title: A Recursive Elimination Method for Finite-Horizon Optimal Control Problems of Discrete-Time Rational Systems
Authors: Ohtsuka, Toshiyuki  kyouindb  KAKEN_id  orcid (unconfirmed)
Author's alias: 大塚, 敏之
Keywords: Discrete-time systems
Euler–Lagrange equations (ELE)
nonlinear systems
optimal control
Issue Date: Nov-2014
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Journal title: IEEE Transactions on Automatic Control
Volume: 59
Issue: 11
Start page: 3081
End page: 3086
Abstract: In this technical note, a method of solving finite-horizon optimal control problems involving discrete-time rational systems is proposed. Sequences of algebraic equations for the control input and costate at each time are constructed backward, starting from the terminal condition, by the recursive elimination of variables in the optimality conditions. This recursive elimination can be viewed as a generalization of the classical backward sweep method to obtain the discrete-time Riccati equation for finite-horizon linear quadratic control. Sufficient conditions are given for the existence and uniqueness of locally optimal state feedback laws in the form of algebraic functions of the state.
Rights: © 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
This is not the published version. Please cite only the published version. この論文は出版社版でありません。引用の際には出版社版をご確認ご利用ください。
DOI(Published Version): 10.1109/TAC.2014.2321231
Appears in Collections:Journal Articles

Show full item record

Export to RefWorks

Export Format: 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.