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

• Autorzy: Muhafzan
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

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

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2010
• Tom: 20
• Numer: 4
• Strony: 655-664

Daty

wydano

2010

otrzymano

2009-08-13

poprawiono

2010-02-15

poprawiono

2010-06-24

Twórcy

autor

Muhafzan

• Department of Mathematics, Andalas University, Kampus Unand Limau Manis Padang, 25163 Indonesia

Bibliografia

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Identyfikatory

DOI

10.2478/v10006-010-0048-9