INTEC   05402
INSTITUTO DE DESARROLLO TECNOLOGICO PARA LA INDUSTRIA QUIMICA
Unidad Ejecutora - UE
artículos
Título:
Partial Differential Equations for Missing Boundary Conditions in the Linear-Quadratic Optimal Control Problem
Autor/es:
VICENTE COSTANZA; CARLOS E. NEUMAN
Revista:
LATIN AMERICAN APPLIED RESEARCH
Editorial:
LAAR
Referencias:
Lugar: Bahía Blanca; Año: 2009 vol. 39 p. 207 - 212
ISSN:
0327-0793
Resumen:
New equations involving the unknown
nal states and initial costates corresponding to families
of LQR problems are found, and their solutions
are computed and validated. Having the initial
values of the costates, the optimal control can
then be constructed, for each particular problem,
from the solution to the Hamiltonian equations, now
achievable through on-line integration. The missing
boundary conditions are obtained by solving (off-line)
two uncoupled, rst-order, quasi-linear, partial differential
equations for two auxiliary n n matrices,
whose independent variables are the time-horizon duration
whose independent variables are the time-horizon duration
whose independent variables are the time-horizon duration
whose independent variables are the time-horizon duration
n n matrices,
whose independent variables are the time-horizon duration
T and the nal-penalty matrix S: The solutions
to these PDEs give information on the behavior of
the whole two-parameter family of control problems,
which can be used for design purposes. The mathematical
treatment takes advantage of the symplectic
structure of the Hamiltonian formalism, which allows
to reformulate one of Bellmans conjectures related
to the invariant-imbedding methodology. Results
are tested against solutions of the differential Riccati
equations associated with these problems, and the attributes
of the two approaches are illustrated and discussed.
to these PDEs give information on the behavior of
the whole two-parameter family of control problems,
which can be used for design purposes. The mathematical
treatment takes advantage of the symplectic
structure of the Hamiltonian formalism, which allows
to reformulate one of Bellmans conjectures related
to the invariant-imbedding methodology. Results
are tested against solutions of the differential Riccati
equations associated with these problems, and the attributes
of the two approaches are illustrated and discussed.
to these PDEs give information on the behavior of
the whole two-parameter family of control problems,
which can be used for design purposes. The mathematical
treatment takes advantage of the symplectic
structure of the Hamiltonian formalism, which allows
to reformulate one of Bellmans conjectures related
to the invariant-imbedding methodology. Results
are tested against solutions of the differential Riccati
equations associated with these problems, and the attributes
of the two approaches are illustrated and discussed.
to these PDEs give information on the behavior of
the whole two-parameter family of control problems,
which can be used for design purposes. The mathematical
treatment takes advantage of the symplectic
structure of the Hamiltonian formalism, which allows
to reformulate one of Bellmans conjectures related
to the invariant-imbedding methodology. Results
are tested against solutions of the differential Riccati
equations associated with these problems, and the attributes
of the two approaches are illustrated and discussed.
and the nal-penalty matrix S: The solutions
to these PDEs give information on the behavior of
the whole two-parameter family of control problems,
which can be used for design purposes. The mathematical
treatment takes advantage of the symplectic
structure of the Hamiltonian formalism, which allows
to reformulate one of Bellmans conjectures related
to the invariant-imbedding methodology. Results
are tested against solutions of the differential Riccati
equations associated with these problems, and the attributes
of the two approaches are illustrated and discussed.