Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances (Q1095094): Difference between revisions
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Revision as of 09:04, 10 February 2024
scientific article
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| English | Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances |
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Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances (English)
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1988
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We consider discrete-time linear systems with constraints on both control and state variables and bounded disturbances. We exhibit a closed-form expression of the necessary and sufficient conditions for existence of closed-loop policy. These conditions are linear constraints on the initial state and bounds on the disturbances, control, variables and state variables. A simple illustrative example is presented.
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Farkas-Minkowski lemma
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discrete-time linear systems
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necessary and sufficient conditions
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existence of closed-loop policy
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