On the horizons in constrained linear quadratic regulation | IEEE Conference Publication | IEEE Xplore

On the horizons in constrained linear quadratic regulation


Abstract:

This work revisits the problem of infinite horizon constrained linear quadratic regulation (LQR) for discrete-time systems. It is known that there exists a finite horizon...Show More

Abstract:

This work revisits the problem of infinite horizon constrained linear quadratic regulation (LQR) for discrete-time systems. It is known that there exists a finite horizon such that the infinite horizon constrained LQR problem can be solved as a finite horizon constrained LQR problem. We first propose several algorithms to estimate the upper bound of the length of this finite horizon. Conservativeness and computational complexity of these algorithms are compared through an example.
Date of Conference: 12-14 December 2007
Date Added to IEEE Xplore: 21 January 2008
ISBN Information:
Print ISSN: 0191-2216
Conference Location: New Orleans, LA, USA

References

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