On the infinite-horizon LQ tracker

摘要

The infinite-horizon tracking problem is considered in the linear-quadratic optimal control framework. Computationally. one term in the control signal is a constant gain, stabilizing, full-state feedback found by solving an algebraic Riccati equation: the second term involves a steady-state function v(ss)(t) that solves an auxiliary, forced differential equation with unknown initial condition. In this article, a linear system of algebraic equations is derived to determine v(ss)(0). Numerical examples are included to illustrate the result. (C) 2000 Elsevier Science B.V. All rights reserved. [References: 7]