Title :
An abstract linear programming approach to continuous-time LQ control for constrained systems
Author_Institution :
Dept. of Appl. Math. & Phys., Kyoto Univ., Kyoto, Japan
Abstract :
This paper applies the abstract linear programming approach to the LQ control problem for continuous-time constrained systems. A gap-free dual problem is derived with the property that it can be approximated by finite dimensional convex programming. The structure of the dual variables is scrutinized. An example is included to show the limitation of control performance in the presence of right-half-plane zeros.
Keywords :
continuous time systems; convex programming; linear programming; linear quadratic control; multidimensional systems; abstract linear programming; continuous-time LQ control; continuous-time constrained system; finite dimensional convex programming; gap-free dual problem; Context modeling; Control systems; Cost function; Linear programming; Mathematics; Optimal control; Predictive control; Predictive models; Time domain analysis; Windup;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400553
