Solution of Finite-Time LQP Optimal Control Problems for Discrete-Time Systems

[+] Author and Article Information
M. J. Grimble, J. Fotakis

Department of Electrical and Electronic Engineering, Sheffield City Polytechnic, Sheffield S1 1WE, England

J. Dyn. Sys., Meas., Control 104(2), 151-157 (Jun 01, 1982) (7 pages) doi:10.1115/1.3139690 History: Received May 05, 1980; Online July 21, 2009


The deterministic discrete-time optimal control problem for a finite optimization interval is considered. A solution is obtained in the z-domain by embedding the problem within a equivalent infinite time problem. The optimal controller is time-invariant and may be easily implemented. The controller is related to the solution of the usual infinite time optimal control problem due to Wiener. This new controller should be of value in self-tuning control laws where a finite interval controller is particularly important.

Copyright © 1982 by ASME
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