DocumentCode
848381
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
Volume
52
Issue
5
fYear
2007
fDate
5/1/2007 12:00:00 AM
Firstpage
886
Lastpage
892
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2007.895915
Filename
4200860
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