Solution of the input-constrained LQR problem using dynamic programming

DOI10.1016/J.SYSCONLE.2006.10.018MaRDI QIDQ876369zbMATH OpenOpenAlexFDO

Authors José B. Mare, José A. De Doná

Publication date 18 April 2007

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2006.10.018

zbMATH Keywords

analytical solutionconstrained optimal controldynamic programminginput constraints

Mathematics Subject Classification ID

Quadratic programming (90C20) Dynamic programming (90C39)

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Cites work

• Anti-windup and model predictive control: reflections and connections
• Computation of the constrained infinite time linear quadratic regulator
• Enlarged terminal sets guaranteeing stability of receding horizon control.
• Explicit sub-optimal linear quadratic regulation with state and input constraints
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• Minimising conservatism in infinite-horizon LQR control
• The explicit linear quadratic regulator for constrained systems
• The stability of constrained receding horizon control

Cited in

(3)

• Symmetry between constrained reference tracking and constrained state estimation
• Linear quadratic regulation for discrete-time antilinear systems: an anti-Riccati matrix equation approach
• Optimal control of LQR for discrete time-varying systems with input delays

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