Title :
Continuous Time Linear Quadratic Regulator With Control Constraints via Convex Duality
Author :
Goebel, Rafal ; Subbotin, Maxim
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA
fDate :
5/1/2007 12:00:00 AM
Abstract :
A continuous time infinite horizon linear quadratic regulator with input constraints is studied. Optimality conditions, both in the open loop and feedback form, and continuity and differentiability properties of the optimal value function and of the optimal feedback are shown. Arguments rely on basic ideas of convex conjugacy, and in particular, use a dual optimal control problem
Keywords :
continuous time systems; feedback; linear quadratic control; stability; continuous time infinite horizon linear quadratic regulator; control constraints; convex duality; input constraints; optimal feedback; optimality conditions; Control systems; Cost function; Feedback loop; H infinity control; Infinite horizon; Open loop systems; Optimal control; Regulators; Sensitivity analysis; Time factors; Convex conjugacy; dual optimal control problem; input constraints; linear-quadratic regulator; nonlinear feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2007.895915
