Solution of finite time linear quadratic optimal control problem (time-invariant)

2 次查看（过去 30 天）
Morteza
Morteza 2019-4-26
Can any body help me for solving finite time linear quadratic optimal control problem (time-invariant) both open loop and close loop in MATLAB? for open loop we must solve a linear system (TPBVP) are there any suggestion for the solution in MATLAB? I think "lqr" matlab doesnt solve finite time regulator.
subject to
for my problem matrices F,Q and R are positive diagonal matrices. for open loop case I must solve a linear system (TPBVP) for x and p (co-state) which x(0) is known and p(t_f) is known.

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 State-Space Control Design and Estimation 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by