The design of a linear regulator based on an integral-equation representation

摘要

This paper presents an alternative on-line algorithm for calculating regulators of linear deterministic dynamical systems which minimize quadratic cost functions employing the invariant-imbedding method. The design scheme used for the optimum linear regulator is based on the integral-equation representation, which enables one to obtain the solution to the corresponding two-point boundary-value problem. The algorithm can be implemented in forward time without memory, unlike the conventional one which uses the Kalman gain function to calculate the feedback gain.