Title :
LQ control for constrained continuous-time systems: an approach based on singular value decomposition
Author :
Kojima, Akira ; Morari, Manfred
Author_Institution :
Tokyo Metropolitan Inst. of Technol., Japan
Abstract :
A design method for LQ optimal control law is considered for constrained continuous-time systems. By introducing singular value decomposition for finite-horizon linear systems, the sequence of LQ sub-optimal control laws, which converges to the exact solution, is obtained based on quadratic programming. It is also shown that the nonlinear sub-optimal feedback gain is found by the union of affine state functions
Keywords :
Volterra equations; continuous time systems; feedback; linear quadratic control; predictive control; quadratic programming; singular value decomposition; suboptimal control; Volterra operator; constrained continuous-time system; feedback gain; finite horizon linear systems; linear quadratic control; model predictive control; quadratic programming; singular value decomposition; suboptimal control; Automatic control; Control systems; Design methodology; Linear systems; Optimal control; Predictive control; Predictive models; Quadratic programming; Singular value decomposition; State feedback;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980973
