Journal of the Indonesian Mathematical Society
Volume 15 Number 1 (April 2009)

ON THE OPTIMAL CONTROL COMPUTATION OF LINEAR SYSTEMS

Tjahjana, H. (Unknown)
Pranoto, I. (Unknown)
Muhammad, H. (Unknown)
Naiborhu, J. (Unknown)

Article Info

Publish Date
07 May 2012

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

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Journal Info
Journal of the Indonesian Mathematical Society
Website

Abbrev

JIMS

Publisher

Indonesian Mathematical Society

Subject

Mathematics

Description

Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their ...