DocumentCode
2815775
Title
On the horizons in constrained linear quadratic regulation
Author
Zhao, Xiaodong ; Lin, Zongli
Author_Institution
Hangzhou Dianzi Univ., Hangzhou
fYear
2007
fDate
12-14 Dec. 2007
Firstpage
1186
Lastpage
1191
Abstract
This work revisits the problem of infinite horizon constrained linear quadratic regulation (LQR) for discrete- time systems. It is known that there exists a finite horizon such that the infinite horizon constrained LQR problem can be solved as a finite horizon constrained LQR problem. We first propose several algorithms to estimate the upper bound of the length of this finite horizon. Conservativeness and computational complexity of these algorithms are compared through an example.
Keywords
computational complexity; discrete time systems; linear quadratic control; LQR; computational complexity; constrained linear quadratic regulation; discrete-time systems; finite horizon; Computational complexity; Constraint optimization; Control systems; Infinite horizon; Iterative algorithms; Linear systems; Open loop systems; Predictive control; Predictive models; Upper bound; Constrained linear quadratic regulation; finite horizon; null controllable region;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2007 46th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
978-1-4244-1497-0
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2007.4434094
Filename
4434094
Link To Document