The Linear Quadratic Tracker on Time Scales

Author

Martin Bohner, Missouri University of Science and TechnologyFollow
Nick Wintz

Abstract

In this work, we study a natural extension of the Linear Quadratic Regulator (LQR) on time scales. Here, we unify and extend the Linear Quadratic Tracker (LQT). We seek to find an affine optimal control that minimises a cost functional associated with a completely observable linear system. We then find an affine optimal control for the fixed final state case in terms of the current state. Finally we include an example in disturbance/rejection modelling. a numerical example is also included. © 2011 Inderscience Enterprises Ltd.

Recommended Citation

M. Bohner and N. Wintz, "The Linear Quadratic Tracker on Time Scales," International Journal of Dynamical Systems and Differential Equations, vol. 3, no. 4, pp. 423 - 447, Inderscience, Jan 2011.

The definitive version is available at https://doi.org/10.1504/IJDSDE.2011.042939

Department(s)

Mathematics and Statistics

Keywords and Phrases

Cost functional; Dynamic equation; Optimal control; Regulator problem; Riccati equation; Time scale; Tracking problem

International Standard Serial Number (ISSN)

1752-3591; 1752-3583

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 Inderscience, All rights reserved.

Publication Date

01 Jan 2011