Linear nonquadratic optimal control

Jeff S. Shamma*, Dapeng Xiong

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

37 Scopus citations

Abstract

We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementation of the finite-horizon optimal control is stabilizing and within a specified tolerance of the infinite-horizon performance.

Original languageEnglish (US)
Pages (from-to)875-879
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume42
Issue number6
DOIs
StatePublished - Dec 1 1997

Keywords

  • Dynamic programming
  • Receding horizon
  • ℓ-optimal control

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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