This paper considers application of L1 adaptive output feedback controller to a missile longitudinal autopilot design. The proposed adaptive controller has satisfactory performance in the presence of parametric uncertainties and time-varying disturbances. Simulations demonstrate the benefits of the control method and compare the results to Linear Quadratic Regulator (LQR) and Linear Quadratic G...

The use of Chebyshev polynomials in solving finite horizon optimal control problems associated with general linear time-varying systems with constant delay is well known in the literature. The technique is modified in the present paper for the finite horizon control of dynamical systems with time periodic coefficients and constant delay. The governing differential equations of motion are conver...

In this paper, we consider the robust linear quadratic (LQ) control problem for a class of uncertain linear systems which are subject to a general type of integral quadratic constraints (IQCs). Both analysis and synthesis problems are considered in this paper. For the analysis problem, we determine if the system satisses a desired linear quadratic performance index for all admissible uncertaint...

In this paper we investigate the finite horizon linear quadratic regulation (LQR) problem for a linear continuous time system with time-varying delay in control input and a quadratic criterion. We assume that the time-varying delay is of a known upper bound, then the LQR problem is transformed into the optimal control problem for systems with multiple input channels, each of which has single co...

We derive closed-form solutions for the linear-quadratic (LQ) optimal control problem subject to integral quadratic constraints. The optimal control is a non-linear function of the current state and the initial state. Furthermore, the optimal control is easily calculated by solving an unconstrained LQ control problem together with an optimal parameter selection problem. Gradient formulae for th...

This article studies the robustness of policy iteration in context continuous-time infinite-horizon linear quadratic regulator (LQR) problem. It is shown that Kleinman's algorithm small-disturbance input-to-state stable, a property stronger than Sontag's local stability but weaker global stability. More precisely, whenever error each bounded and small, solutions are also enter small neighborhoo...

This paper deals with systems described by constant coefficient linear partial differential equations (nD-systems) from a behavioral point of view. In this context we treat the linear quadratic control problem where the performance functional is the integral of a quadratic differential form. We look for characterizations of the set of stationary trajectories and of the set of local minimal traj...

A general discounting time-inconsistent stochastic linear-quadratic optimal control problem is considered for a jump–diffusion differential equation with random coefficients. Specially, all the weighting coefficients in state as well cost functional are assumed to be processes adapted filtration generated by Markov chain. Closed-loop equilibrium operator studied this paper whose existence chara...

Linear time-varying singular systems are treated in this paper. We focus on systems with constant-rank E matrices. It is shown that the existence of state feedback for impulse elimination is both sufficient and necessary for the existence of linear-quadratic optimal control. Also, optimal control exists if and only if the corresponding fast subsystem is impulse controllable. The results obtaine...