Open AccessSYARAT CUKUP UNTUK OPTIMALITAS MASALAH KONTROL KUADRATIK LINIER
Author(s) -
Syandra Sari
Publication year - 2013
Publication title -
jurnal matematika unand/jurnal matematika unand
Language(s) - English
Resource type - Journals
eISSN - 2721-9410
pISSN - 2303-291X
DOI - 10.25077/jmu.2.2.63-70.2013
Subject(s) - optimal control , mathematics , uniqueness , algebraic riccati equation , algebraic number , riccati equation , matrix (chemical analysis) , pure mathematics , control (management) , control theory (sociology) , combinatorics , mathematical optimization , mathematical analysis , computer science , differential equation , materials science , artificial intelligence , composite material
The LQR problem is an optimal control problem which is now used in variouselds of science. The optimal control is given by u(t) = Kx(t), where K = R1(PB)Tand P is a unique positive semidenite solution of Algebraic Riccati Equation (ARE).The existence of optimal control u(t) depends on the existence matrix P. In this paper,the sucient conditions which ensures the existence and uniqueness of the optimal con-trol u(t) will be determined. Moreover, some examples as an illustration of the LQRproblem will be given.