Closed-form solutions for a class of optimal quadratic tracking problems |
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| Authors: | J D Turner H M Chun J N Juang |
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| Institution: | (1) Control and Dynamics Group, Cambridge Research Division of Photon Research Associate, Cambridge, Massachusetts;(2) Massachusetts Institute of Technology, Cambridge, Massachusetts;(3) NASA Langley Research Center, Hampton, Virginia |
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| Abstract: | Closed-from solutions are derived for a class of tracking problems including a linear optimal regulator and a prefilter for a time-invariant plant. The solutions for the prefilter equation and state trajectory, coupled by the Riccati equation, are exponentially related to the stability matrix of the plant. A computational procedure is presented in recursive form when the desired output state dynamics is assumed linear and time-invariant. Several examples are given for illustration. |
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| Keywords: | Optimal control tracking systems computational methods |
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