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Numerical solutions of linear quadratic control for time-varying systems via symplectic par conservative perturbation

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  • 谭述君;钟万勰

Received date: 2006-05-31

  Revised date: 2007-01-07

  Online published: 2007-03-25

Abstract

Optimal control system of state space is a conservative system, whose approximate method should be symplectic conservation. Based on the precise integration method, an algorithm of symplectic conservative perturbation is presented.It gives a uniform way to solve the linear quadratic control (LQ control) problems for linear time-varying systems accurately and efficiently, whose key points are solutions of differential Riccati equation (DRE) with variable coefficients and the state feedback equation.The method is symplectic conservative and has a good numerical stability and high precision. Numerical examples demonstrate the effectiveness of the proposed method.

Cite this article

TAN Shu-jun;ZHONG Wan-xie . Numerical solutions of linear quadratic control for time-varying systems via symplectic par conservative perturbation[J]. Applied Mathematics and Mechanics, 2007 , 28(3) : 277 -277 . DOI: 10.1007,10483-007-0301-1

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