Finding the LQR Weights to Ensure the Associated Riccati Equations Admit a Common Solution

DOI10.1109/TAC.2023.3234237OpenAlexW4313591079MaRDI QIDQ6184472

Dezong Zhao, Jianglin Lan

Publication date: 25 January 2024

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2023.3234237

zbMATH Keywords

Riccati equationlinear matrix inequality (LMI)linear quadratic regulator (LQR)inexact Kleinman-Newton method

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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