Determination of weighting matrices of a linear quadratic regulator

Abstract

11 Dreyfus, S. E., and Law, A. M., The Art and Theory of Dynamic Programming, Vol. 130, Mathematics in Science and Engineering, Academic, New York, 1977, pp. 76-92. Breakwell, J. A., Optimal Feedback Slewing of Flexible Spacecraft, Journal of Guidance and Control, Vol. 4, No. 5, 1981, pp. 472^79. where A is the vector of Lagrangian multipliers. Then the solution can be obtained by solving the following equations: