International Journal of Dynamical Systems and Differential Equations
In this work, we study a natural extension of the Linear Quadratic Regulator (LQR) on time scales. Here, we unify and extend the Linear Quadratic Tracker (LQT). We seek to find an affine optimal control that minimizes a cost functional associated with a completely observable linear system. We then find an affine optimal control for the fixed final state case in terms of the current state. Finally we include an example in disturbance/rejection modelling. A numerical example is also included.
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Bohner, Martin and Wintz, Nick, "The Linear Quadratic Tracker on time scales" (2011). Faculty Scholarship. 18.