Title :
Linear quadratic regulator problem with positive controls
Author :
Heemels, W.P.M.H. ; van Eijndhoven, S.J.L. ; Stoorvogel, A.A.
Author_Institution :
Dept. of Electr. Eng., Tech. Univ. of Eindhoven, Eindhoven, Netherlands
Abstract :
In this paper, the Linear Quadratic Regulator Problem with a positively constraint on the admissible control set is addressed. Necessary and sufficient conditions for optimality are presented in terms of inner products, projections on closed convex sets. Pontryagin´s maximum principle and dynamic programming. Sufficient and sometimes necessary conditions for the existence of positive stabilizing controls are incorporated. Convergence properties between the finite and infinite horizon case are presented. Besides these analytical methods, we describe briefly a method for the approximation of the optimal controls for the finite and infinite horizon problem.
Keywords :
convergence; dynamic programming; infinite horizon; linear quadratic control; maximum principle; stability; Pontryagin maximum principle; admissible control set; closed convex sets; convergence properties; dynamic programming; finite horizon case; infinite horizon case; inner products; linear quadratic regulator problem; optimal control; positive stabilizing control; Convergence; Cost function; Dynamic programming; Hilbert space; Optimal control; Regulators; Trajectory; Optimal control; linear systems; stability;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6