Closed-form solutions for a class of optimal quadratic regulator problems with terminal constraints

@article{Juang1984ClosedformSF,
  title={Closed-form solutions for a class of optimal quadratic regulator problems with terminal constraints},
  author={Jer-Nan Juang and James D. Turner and Hon M. Chun},
  journal={Journal of Dynamic Systems Measurement and Control-transactions of The Asme},
  year={1984},
  volume={108},
  pages={44-48}
}
  • J. Juang, J. Turner, H. M. Chun
  • Published 14 May 1984
  • Mathematics
  • Journal of Dynamic Systems Measurement and Control-transactions of The Asme
Closed-form solutions are derived for coupled Riccati-like matrix differential equations describing the solution of a class of optimal finite time quadratic regulator problems with terminal constraints. Analytical solutions are obtained for the feedback gains and the closed-loop response trajectory. A computational procedure is presented which introduces new variables for efficient computation of the terminal control law. Two examples are given to illustrate the validity and usefulness of the… 

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