A Riccati approach for constrained linear quadratic optimal control
A Riccati approach for constrained linear quadratic optimal control
复制标题
约束线性二次最优控制的 Riccati 方法
DOI：
10.1080/00207179.2011.555883
复制
发表时间：
2011
影响因子：
2.1
通讯作者：
L. A. Rodríguez
中科院分区：
文献类型：
--
作者：
Athanasios Sideris;L. A. Rodríguez
提出了一种有效集方法来求解具有一般线性不等式路径约束的线性二次型最优控制问题，包括混合状态控制约束和纯状态约束。一个基于Riccati的方法，有效地解决过程中产生的等式约束最优控制子问题。每个子问题的解需要与地平线长度线性缩放的计算。最后用数值例子说明了该算法。
An active-set method is proposed for solving linear quadratic optimal control problems subject to general linear inequality path constraints including mixed state-control and state-only constraints. A Riccati-based approach is developed for efficiently solving the equality constrained optimal control subproblems generated during the procedure. The solution of each subproblem requires computations that scale linearly with the horizon length. The algorithm is illustrated with numerical examples.