Optimal control of linear multivariable systems with quadratic performance index, and the inverse optimal control problem
DOI10.1080/00207177408932721zbMATH Open0316.49025OpenAlexW2080676192MaRDI QIDQ4076148FDOQ4076148
Authors: P. F. Buelens, L. J. Hellinckx 
Publication date: 1974
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177408932721
Quadratic programming (90C20) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
Cites Work
- Matrix Quadratic Solutions
- Design of optimal control systems with prescribed eigenvalues†
- Derivation of weighting matrices towards satisfying eigenvalue requirements
- Optimality of linear control systems
- Performance indices for closed-loop linear systems optimally controlled by a single input variable†
- An Improved Method for Designing Optimal Linear Compensators
Cited In (7)
- Design of linear quadratic regulators with assigned eigenstructure
- Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†
- Solution of discrete matrix lyapunov and riccati equations and their generalizations
- A revisit to inverse optimality of linear systems
- Inverse reinforcement learning methods for linear differential games
- Pole placement in a specified region based on a linear quadratic regulator
- Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering
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