A review of the matrix Riccati equation
Vladimír Kučera (1973)
Kybernetika
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Displaying similar documents to “Exact decomposition of linear singularly perturbed -optimal control problem”
A review of the matrix Riccati equation
Algebraic theory of discrete optimal control for multivariable systems [III.]
Vladimír Kučera (1976)
Kybernetika
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Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems
Muhafzan (2010)
International Journal of Applied Mathematics and Computer Science
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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...