INTEC 05402
INSTITUTO DE DESARROLLO TECNOLOGICO PARA LA INDUSTRIA QUIMICA
Unidad Ejecutora - UE
artículos
Título:
Approximating the Solution to LQR Problems with Bounded Controls
Autor/es:
VICENTE COSTANZA; PABLO S. RIVADENEIRA
Revista:
LATIN AMERICAN APPLIED RESEARCH
Editorial:
PLAPIQUI(UNS-CONICET)
Referencias:
Año: 2011 vol. 41 p. 339 - 351
ISSN:
0327-0793
Resumen:
New equations involving the unknownfinal states and initial costates correspondingto families of LQR problems are shownto be useful in calculating optimal strategieswhen bounded control restrictions are present,and in approximating the solution to fixed-endproblems. The missing boundary values of theHamiltonian equations are obtained by (offline)solving two uncoupled, first-order, linearpartial differential equations for two auxiliaryn×n matrices, whose independent variables arethe time-horizon duration T and the eigenvaluesof the final-penalty matrix S. The solutionsto these PDEs give information on the behaviorof the whole (T,S)-family of control problems.Illustrations of numerical results are providedand checked against analytical solutions of thecheapest stop of a train problem.
