ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS

H. Tjahjana, I. Pranoto, H. Muhammad, J. Naiborhu

Abstract


In this paper, we consider a numerical method for designing optimal controlon Linear Quadratic Regulator (LQR) problem. In the optimal control design process through Pontryagin Maximum Principle (PMP), we obtain a system of diferential equations in state and costate variables. This system lacks of initial condition on the adjoint variables, and this situation creates classic dificulty for solving optimal control problems.This paper proposes a constructive method to approximate the initial condition of the adjoint system.

DOI : http://dx.doi.org/10.22342/jims.15.1.40.13-20


Keywords


Optimal Control, Overdetermined Systems

Full Text:

PDF


DOI: https://doi.org/10.22342/jims.15.1.40.13-20

Refbacks

  • There are currently no refbacks.



Journal of the Indonesian Mathematical Society
Mathematics Department, Universitas Gadjah Mada
Senolowo, Sinduadi, Mlati, Sleman Regency, Special Region of Yogyakarta 55281, Telp. (0274) 552243
Email: jims.indoms@gmail.com


p-ISSN: 2086-8952 | e-ISSN: 2460-0245


Journal of the Indonesian Mathematical Society is licensed under a Creative Commons Attribution 4.0 International License

web statistics
View My Stats