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

fYear

2011

fDate

22-24 July 2011

Firstpage

1893

Lastpage

1898

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (CCC), 2011 30th Chinese

Conference_Location

Yantai

ISSN

1934-1768

Print_ISBN

978-1-4577-0677-6

Electronic_ISBN

1934-1768

Type

conf

Filename

6000707