Computation of the Constrained Infinite Time Linear Quadratic Regulator

Proceedings of the American Control Conference

Volumn 6, Issue , 2003, Pages 4711-4716

  Grieder, P ^a   Borrelli, F ^a   Torrisi, F ^a   Morari, M ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; CONSTRAINT THEORY; LINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; QUADRATIC PROGRAMMING; RICCATI EQUATIONS;

TIME INVARIANT SYSTEMS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0142199955     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

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4. D. Chmielewski and V. Manousiouthakis. On constrained infinite-time linear quadratic optimal control. Systems & Control Letters, 29(3):121-130, November 1996.
5. E.G. Gilbert and K. Tin Tan. Linear systems with state and control constraints: the theory and applications of maximal output admissible sets. IEEE Trans. Automatic Control, 36(9):1008-1020, 1991.
6. P. Grieder, F. Borrelli, F.D. Torrisi, and M. Morari. Computation of the constrained infinite time linear quadratic regulator. To be published in Automatica.
7. P.O.M. Scokaert and J.B. Rawlings. Constrained linear quadratic regulation. IEEE Trans. Automatic Control, 43(8):1163-1169, August 1998.
8. P. Tøndel, T.A. Johansen, and A. Bemporad. An algorithm for multi-parametric quadratic programming and explicit MPC solutions. In Proc. 40th IEEE Conf. on Decision and Control, December 2001.