Abstract
Based on the dynamic equation, the performance functional and the system constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussion about the above equations is given, and finally numerical example is shown in this paper.
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Project supported by the National Natural Science Youth Foundation of China
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Zichen, D., Wanxie, Z. The solution for the generalized riccati algebraic equations of linear equality constraint system. Appl Math Mech 19, 309–313 (1998). https://doi.org/10.1007/BF02453395
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DOI: https://doi.org/10.1007/BF02453395