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Cheap control of the time-invariant regulator
Authors:Antony Jameson  R E O'Malley Jr
Institution:1. Courant Institute of Mathematical Sciences, New York University, USA
2. University of Arizona, Tucson, Arizona, USA
Abstract:The asymptotic solution of the linear quadratic state regulator problem is obtained as the cost of the control tends to zero. Matrix Riccati gains are obtained via singular perturbations theory and are used to asymptotically calculate the optimal control and the corresponding trajectories. Several cases are distinguished and applications are discussed.
Keywords:
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