Autor:

Mostafa, El-Sayed M.E.

Współtwórca:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Tytuł:

An SQP trust region method for solving the discrete-time linear quadratic control problem

Tytuł publikacji grupowej:

AMCS, Volume 22 (2012)

Temat i słowa kluczowe:

output feedback control design ; sequential quadratic programming ; trust region method

Abstract:

In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.

Wydawca:

Zielona Góra: Uniwersytet Zielonogórski

Data wydania:

2012

Typ zasobu:

artykuł

DOI:

10.2478/v10006-012-0026-5

Strony:

253-263

Źródło:

AMCS, Volume 22, Number 2 (2012) ; kliknij tutaj, żeby przejść

Jezyk:

eng

Prawa do dysponowania publikacją:

Biblioteka Uniwersytetu Zielonogórskiego