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H. Muhammad
Department of Aeronautics and Aerospace Engineering, Institut Teknologi Bandung, Bandung 40132, Indonesia
Mathematics

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ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS Tjahjana, H.; Pranoto, I.; Muhammad, H.; Naiborhu, J.
Journal of the Indonesian Mathematical Society Volume 15 Number 1 (April 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.1.40.13-20

Abstract

In this paper, we consider a numerical method for designing optimal controlon Linear Quadratic Regulator (LQR) problem. In the optimal control design process through Pontryagin Maximum Principle (PMP), we obtain a system of diferential equations in state and costate variables. This system lacks of initial condition on the adjoint variables, and this situation creates classic dificulty for solving optimal control problems.This paper proposes a constructive method to approximate the initial condition of the adjoint system.DOI : http://dx.doi.org/10.22342/jims.15.1.40.13-20
Co-Authors H. Tjahjana I. Pranoto J. Naiborhu