Fast algorithm for a constrained infinite horizon LQ problem

DOI10.1080/002071799220560zbMath0942.49027OpenAlexW2168954950MaRDI QIDQ4485279

Luigi Chisci, Giovanni Zappa

Publication date: 12 June 2000

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071799220560

zbMATH Keywords

quadratic programmingdynamic programmingsingle-input single-output systemdiscrete-time SISO plantinfinite horizon linear quadratic optimal control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

Related Items (9)

Explicit sub-optimal linear quadratic regulation with state and input constraints ⋮ Estimation of the upper bound horizon for input constrained MPC based on reachable sets ⋮ Computation of the constrained infinite time linear quadratic regulator ⋮ A systolic architecture for iterative LQ optimization ⋮ Unnamed Item ⋮ The explicit linear quadratic regulator for constrained systems ⋮ Global regulation of input-saturated discrete-time linear systems subject to persistent disturbances ⋮ Discussion on: ``Global regulation of input-saturated discrete-time linear systems subject to persistent disturbances ⋮ On the horizons in constrained linear quadratic regulation

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