On the computation of the ptimal controls for a linear plant with time-varying weighting matrices in the quadratic cost functional

Abstract

The main objective of this paper is to present the mathematics involved to solve the optimal control problem through using the technique of discretized minimum principle. This way the solution is derived sequentially by solving a set of Riccati type equations. Besides, it has developed a proper computer package, and part of the paper serves as a manual for the developed program to solve a linear, discrete - data, time - invariant optimal control problem, with time - varying weights which refer to the prescribed set of goals.