Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances (Q1095094)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances |
scientific article |
Statements
Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances (English)
0 references
1988
0 references
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.
0 references
Farkas-Minkowski lemma
0 references
discrete-time linear systems
0 references
necessary and sufficient conditions
0 references
existence of closed-loop policy
0 references