Decoupling Of Hamiltonian System With Applications To Linear Quadratic Problem

Abstract

This thesis provides a method of decoupling the Hamiltonian system with application to linear quadratic problem in control system. Resulting decoupled Hamiltonian system helps in formulating easy closed form solution to various optimal control problems. These closed form solution are improvement over the problem of solving first order nonlinear differential equations in conventional methods. Decoupling also eliminates the constraint, "Q = 0 " for certain type of optimal control.