DISCRETE TIME OPTIMAL CONTROL SYSTEM

Abstract

This project report is concerned with the linear quadratic (LQ) control problem of discrete-time system with final state constraints. Firstly, we will study about some basic terms like control system, open and close loop control system, opti mal control system, linear quadratic problem etc. Further used Lagrange multi plier to convert the final constraints into part of cost function. using maximum principle, the solvability condition is given to guarantee the existence of the op- timum solution. then the corresponding optimal feedback controller is designed.