<abstract xml:lang="en" xmlns="http://www.w3.org/1999/xhtml"><p>This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the results.</p></abstract>

This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the results.

Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems

Department of Mathematics, Andalas University, Kampus Unand Limau Manis Padang, 25163 Indonesia

International Journal of Applied Mathematics and Computer Science

This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a...

Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems

Publicado en línea: 20 dic 2010

Páginas: 655 - 664

DOI: https://doi.org/10.2478/v10006-010-0048-9

Palabras clave
rectangular descriptor system, LQR problem, restricted system equivalent, semidefinite programming

This content is open access.

Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems

Publicado en línea: 20 dic 2010

Páginas: 655 - 664

DOI: https://doi.org/10.2478/v10006-010-0048-9

Palabras claverectangular descriptor system, LQR problem, restricted system equivalent, semidefinite programming

This content is open access.

Palabras clave
rectangular descriptor system, LQR problem, restricted system equivalent, semidefinite programming