SYARAT CUKUP UNTUK OPTIMALITAS MASALAH KONTROL KUADRATIK LINIER

Authors

  • Suci Fratama Sari

DOI:

https://doi.org/10.25077/jmu.2.2.63-70.2013

Abstract

The LQR problem is an optimal control problem which is now used in various
elds of science. The optimal control is given by u(t) = ô€€€Kx(t), where K = Rô€€€1(PB)T
and P is a unique positive semidenite solution of Algebraic Riccati Equation (ARE).
The existence of optimal control u(t) depends on the existence matrix P. In this paper,
the sucient conditions which ensures the existence and uniqueness of the optimal con-
trol u(t) will be determined. Moreover, some examples as an illustration of the LQR
problem will be given.

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Published

10-06-2013

Issue

Vol. 2 No. 2 (2013)

Section

Articles

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