LQ control for constrained continuous-time systems

Authors:
Akira Kojima;Manfred Morari
Affiliations:
Tokyo Metropolitan Institute of Technology, Asahigaoka 6-6, Hino-city, Tokyo 191-0065, Japan;Automatic Control Laboratory, Swiss Federal Institute of Technology (ETH), Physikstrasse 3, Zürich CH-8092, Switzerland
Venue:
Automatica (Journal of IFAC)
Year:
2004

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Abstract

A design method of LQ optimal control law is considered for constrained continuous-time systems. By introducing singular value decomposition for finite-time 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.