On the optimality of state feedback in linear quadratic control
On the optimality of state feedback in linear quadratic control
We study the linear quadratic control problem from a representation-free point of view, and we show that this formulation brings forth several results of independent interest. Among these results are two self-contained, new proofs of the optimality of state feedback control laws which do not depend on an a priori state-space representation, and an orthogonality property characterizing the set of optimal trajectory of a LQ-control problem. The relationship of these ideas with the difference Riccati equation is also investigated. We also give recursive formulas for the computation of the optimal trajectories in LQ -optimal control problems for systems described by higher-order difference equations.
Rapisarda, Paolo
79efc3b0-a7c6-4ca7-a7f8-de5770a4281b
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
July 2007
Rapisarda, Paolo
79efc3b0-a7c6-4ca7-a7f8-de5770a4281b
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
Rapisarda, Paolo and Markovsky, Ivan
(2007)
On the optimality of state feedback in linear quadratic control.
Mathematics of Control, Signals, and Systems (MCSS).
Abstract
We study the linear quadratic control problem from a representation-free point of view, and we show that this formulation brings forth several results of independent interest. Among these results are two self-contained, new proofs of the optimality of state feedback control laws which do not depend on an a priori state-space representation, and an orthogonality property characterizing the set of optimal trajectory of a LQ-control problem. The relationship of these ideas with the difference Riccati equation is also investigated. We also give recursive formulas for the computation of the optimal trajectories in LQ -optimal control problems for systems described by higher-order difference equations.
Text
LQreportversion13.pdf
- Other
Restricted to Registered users only
Request a copy
More information
Published date: July 2007
Organisations:
Southampton Wireless Group
Identifiers
Local EPrints ID: 264590
URI: http://eprints.soton.ac.uk/id/eprint/264590
PURE UUID: cc47e258-4135-4acf-8df4-adedc868edd5
Catalogue record
Date deposited: 25 Sep 2007
Last modified: 14 Mar 2024 07:52
Export record
Contributors
Author:
Paolo Rapisarda
Author:
Ivan Markovsky
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics