Title :
Constrained infinite-horizon linear quadratic regulation of continuous-time systems
Author :
Gao Xiang-Yu ; Zhang Xian
Author_Institution :
Sch. of Math. Sci., Heilongjiang Univ., Harbin, China
Abstract :
In this paper, we consider the output norm-constrained infinite-horizon linear quadratic regulation problem. Each suboptimal problem admits sufficient and necessary conditions expressed by an increasing union of matrix inequalities and results in an eventually time-invariant controller satisfying the desired performance level subject to given constraints and closed-loop stability. The output norm-constrained control problem is also dealt with as a corollary.
Keywords :
closed loop systems; continuous time systems; infinite horizon; linear matrix inequalities; linear quadratic control; suboptimal control; closed-loop stability; continuous-time system; matrix inequalities; output norm-constrained infinite-horizon linear quadratic regulation problem; suboptimal problem; time-invariant controller; Control systems; Eigenvalues and eigenfunctions; Equations; Linear matrix inequalities; Mathematical model; Quadratic programming; Stability analysis; Constrained linear quadratic regulator (LQR); Continuous time system; Matrix inequality; Optimal control;
Conference_Titel :
Control Conference (CCC), 2011 30th Chinese
Conference_Location :
Yantai
Print_ISBN :
978-1-4577-0677-6
Electronic_ISBN :
1934-1768
