The solution for the generalized riccati algebraic equations of linear equality constraint system |
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| Authors: | Deng Zichen Zhong Wanxie |
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| Affiliation: | (1) Northwestern Polytechnical University, 710072 Xi'an, PR China;(2) Dalian University of Technology, 116023 Dalian, PR China |
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| Abstract: | Based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given, and finally numerical example is shown in this paper. Project supported by the National Natural Science Youth Foundation of China |
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| Keywords: | constraint equation generalized Riccati algebraic equation linear quadratic control |
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