Title :
On the horizons in constrained linear quadratic regulation
Author :
Zhao, Xiaodong ; Lin, Zongli
Author_Institution :
Hangzhou Dianzi Univ., Hangzhou
Abstract :
This work revisits the problem of infinite horizon constrained linear quadratic regulation (LQR) for discrete- time systems. It is known that there exists a finite horizon such that the infinite horizon constrained LQR problem can be solved as a finite horizon constrained LQR problem. We first propose several algorithms to estimate the upper bound of the length of this finite horizon. Conservativeness and computational complexity of these algorithms are compared through an example.
Keywords :
computational complexity; discrete time systems; linear quadratic control; LQR; computational complexity; constrained linear quadratic regulation; discrete-time systems; finite horizon; Computational complexity; Constraint optimization; Control systems; Infinite horizon; Iterative algorithms; Linear systems; Open loop systems; Predictive control; Predictive models; Upper bound; Constrained linear quadratic regulation; finite horizon; null controllable region;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4434094
