Creator:

Muhafzan

Contributor:

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

Title:

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

Group publication title:

AMCS, Volume 20 (2010)

Subject and Keywords:

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

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2010

Resource Type:

artykuł

DOI:

10.2478/v10006-010-0048-9

Pages:

655-664

Source:

AMCS, Volume 20, Number 4 (2010) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego