Department of Automatic Control and Systems Engineering
Abstract
In this paper, under some local controllability hypotheses, we present an algorithm for finding an approximation to the optimal control for an infinite horizon linear analytic optimal regulator problem. This approximation is asymptotically optimal, so that it converges to the optimal control close to the origin and is extremely simple to to implement as it involves only the solution of algebraic Riccati equations. We demonstrate its effectiveness on a simulated inverted pendulum and present a test for determining in advance a stability region
