Solution to the HJB Equation for LQR-Type Problems on Compact Connected Lie Groups
Wednesday, April 27, 2016 - 2:25pm - 3:25pm
We will provide a solution to the HJB equation associated with LQR-type problems for fully-actuated left invariant control systems on compact connected Lie groups. We obtain the well known algebraic/differential Riccati equation and in turn generalize some known results for the case of the Lie group SO(3) to a broader class of Lie groups. Closed-loop stability results will also be discussed.