Optimal control of linear multivariable systems with quadratic performance index, and the inverse optimal control problem
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Publication:4076148
DOI10.1080/00207177408932721zbMath0316.49025OpenAlexW2080676192MaRDI QIDQ4076148
L. J. Hellinckx, P. F. Buelens
Publication date: 1974
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177408932721
Quadratic programming (90C20) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (6)
A revisit to inverse optimality of linear systems ⋮ Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case† ⋮ Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering ⋮ Design of linear quadratic regulators with assigned eigenstructure ⋮ Pole placement in a specified region based on a linear quadratic regulator ⋮ Solution of discrete matrix lyapunov and riccati equations and their generalizations
Cites Work
- Matrix Quadratic Solutions
- Performance indices for closed-loop linear systems optimally controlled by a single input variable†
- Design of optimal control systems with prescribed eigenvalues†
- Derivation of weighting matrices towards satisfying eigenvalue requirements
- An Improved Method for Designing Optimal Linear Compensators
- Optimality of linear control systems
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