Abstract:

This paper proposed an algorithm for the solution of continuous linear-quadratic optimal control problem of linear systems with state and control constraints. This algorithm is based on solving the set of equations resulted from the derived necessary conditions of optimality. Under the assumption that the original problem has a solution, the convergence behavior of the developed algorithm is studied. It is shown that the algorithm is converges to the optimal solution. Simulation results of a paper-machine design problem are given to illustrate the effectiveness of the developed technique.

Keywords: Constrained continuous system, LQ control, Paper machine design.

(Full Paper,  1.03MB)

BibTex:

@ARTICLE{ P1110430002,

AUTHOR = {Naif B. Almutairi and Mohamed F. Hassan },

TITLE = {New Algorithm for Continuous Linear-Quadratic Control Problem with Inequality Constraints},

JOURNAL = {The International Journal of Automatic Control and System Engineering},

YEAR = {2004},

VOLUME = {05},

ISSUE = {I}

}

(Full Paper,  1.03MB)