Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems

Authors:
Muhafzan
Affiliations:
Department of Mathematics, Andalas University, Kampus Unand Limau Manis Padang, 25163 Indonesia
Venue:
International Journal of Applied Mathematics and Computer Science
Year:
2010

Citing 3
Cited 0

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Abstract

This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the results.