# Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems

International Journal of Applied Mathematics and Computer Science (2010)

- Volume: 20, Issue: 4, page 655-664
- ISSN: 1641-876X

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topMuhafzan. "Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems." International Journal of Applied Mathematics and Computer Science 20.4 (2010): 655-664. <http://eudml.org/doc/208014>.

@article{Muhafzan2010,

abstract = {This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the results.},

author = {Muhafzan},

journal = {International Journal of Applied Mathematics and Computer Science},

keywords = {rectangular descriptor system; LQR problem; restricted system equivalent; semidefinite programming},

language = {eng},

number = {4},

pages = {655-664},

title = {Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems},

url = {http://eudml.org/doc/208014},

volume = {20},

year = {2010},

}

TY - JOUR

AU - Muhafzan

TI - Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems

JO - International Journal of Applied Mathematics and Computer Science

PY - 2010

VL - 20

IS - 4

SP - 655

EP - 664

AB - This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the results.

LA - eng

KW - rectangular descriptor system; LQR problem; restricted system equivalent; semidefinite programming

UR - http://eudml.org/doc/208014

ER -

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