IEEE Transactions on Automatic Control, Vol.39, No.1, 235-238, 1994
Calculation of an Approximate Solution of the Infinite Time-Varying Lq Problem
In this note, we present an algorithm to approximate the steady-state solution of the discrete time-varying LQ regulator problem. Given an a priori permitted approximation error and some system characteristics, the algorithm yields a solution which has the property that the norm of the difference between this solution and the steady-state solution does not exceed this approximation error.