Multi-Dimension Uncertain Linear Quadratic Optimal Control with Cross Term | Zendy

Yuefen Chen | Zendy; Bo Li | Zendy

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Multi-Dimension Uncertain Linear Quadratic Optimal Control with Cross Term

Author(s) -

Yuefen Chen,

Bo Li

Publication year - 2015

Publication title -

journal of advanced computational intelligence and intelligent informatics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.172

H-Index - 20

eISSN - 1343-0130

pISSN - 1883-8014

DOI - 10.20965/jaciii.2015.p0670

Subject(s) - riccati equation , linear quadratic regulator , optimal control , dimension (graph theory) , algebraic riccati equation , uniqueness , term (time) , linear quadratic gaussian control , mathematics , quadratic equation , mathematical optimization , control theory (sociology) , differential (mechanical device) , differential equation , control (management) , computer science , mathematical analysis , physics , geometry , quantum mechanics , artificial intelligence , aerospace engineering , pure mathematics , engineering

In this paper, we consider a multi-dimension uncertain linear quadratic (LQ) optimal control with cross term. With the aid of the equation of optimality of a general multi-dimension uncertain optimal control, we present a necessary and sufficient condition for the existence of optimal linear feedback optimal control which is associated with a Riccati differential equation. Moreover, some properties of the solution for the Riccati differential equation are discussed. Furthermore, the uniqueness of the feedback optimal control for the uncertain linear quadratic optimal control with cross term is proved. Finally, as an application, an example is presented to illustrate the theory obtained.

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