The Solution for the Generalized Riccati Algebraic Equations of Linear Equality Constraint System

Deng Zichen; Zhong Wanxie

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Article Navigation > Applied Mathematics and Mechanics > 1998 > 19(4): 285-289

Deng Zichen, Zhong Wanxie. The Solution for the Generalized Riccati Algebraic Equations of Linear Equality Constraint System[J]. Applied Mathematics and Mechanics, 1998, 19(4): 285-289.

Citation:

Deng Zichen, Zhong Wanxie. The Solution for the Generalized Riccati Algebraic Equations of Linear Equality Constraint System[J]. Applied Mathematics and Mechanics, 1998, 19(4): 285-289.

Citation:

Deng Zichen, Zhong Wanxie. The Solution for the Generalized Riccati Algebraic Equations of Linear Equality Constraint System[J]. Applied Mathematics and Mechanics, 1998, 19(4): 285-289.

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The Solution for the Generalized Riccati Algebraic Equations of Linear Equality Constraint System

Deng Zichen¹,
Zhong Wanxie²

1.
Northwestern Polytechnical University, Xi'an 710072, P.R.China;
2.
Dalian University of Technology, Dalian 116023, P.R.China

Received Date: 1996-06-18
Rev Recd Date: 1997-12-17
Publish Date: 1998-04-15

Abstract

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.
- constraint equation,
- generalized Riccati algebraic equation,
- linear quadratic control

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References(7)

References

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