Linear Quadratic Regulator With Varying Finite Time Durations

[+] Author and Article Information
Uri Tasch

Department of Mechanical Engineering, University of Maryland Baltimore County, Baltimore, MD 21228

Mark L. Nagurka

Department of Mechanical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213

J. Dyn. Sys., Meas., Control 114(3), 517-519 (Sep 01, 1992) (3 pages) doi:10.1115/1.2897378 History: Received September 07, 1990; Revised October 30, 1991; Online March 17, 2008


The optimal state trajectories of time-invariant linear quadratic regulator problems with different time horizons can be found from a single Riccati gain matrix shifted appropriately in time. This result has significant ramifications for real-time implementation of optimal controllers driving systems at various speeds.

Copyright © 1992 by The American Society of Mechanical Engineers
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