Solution of the input-constrained LQR problem using dynamic programming

DOI10.1016/J.SYSCONLE.2006.10.018zbMATH Open1141.90496OpenAlexW2036725339MaRDI QIDQ876369FDOQ876369

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

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zbMATH Keywords

dynamic programminganalytical solutioninput constraintsconstrained optimal control

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The stability of constrained receding horizon control
• The explicit linear quadratic regulator for constrained systems
• Enlarged terminal sets guaranteeing stability of receding horizon control.
• Anti-windup and model predictive control: reflections and connections
• Computation of the constrained infinite time linear quadratic regulator
• Explicit sub-optimal linear quadratic regulation with state and input constraints
• Minimising conservatism in infinite-horizon LQR control

Cited In (3)

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

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