Forward Approximate Solution for Linear Quadratic Tracking

Alessandro Betti, Michele Casoni, Marco Gori

Abstract:

In this paper, we discuss an approximation strategy for solving the
Linear Quadratic Tracking that is both forward and local in time. We
exploit the known form of the value function along with a time reversal
transformation that nicely addresses the boundary condition consistency.
We provide the results of an experimental investigation with the aim of
showing how the proposed solution performs with respect to the optimal
solution. Finally, we also show that the proposed solution turns out to be
a valid alternative to model predictive control strategies, whose computational burden is dramatically reduced.