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LQ control for constrained continuous-time systems: an approach based on singular value decomposition


A. Kojima

IEEE Conference on Decision and Control, Orlando, Florida, Hyatt Regency Grand Cypress

A design method for LQ optimal control law is considered for constrained continuous-time systems. By introducing singular value decomposition for &--64257;nite- horizon linear systems, the sequence of LQ sub-optimal control laws, which converges to the exact solution, is ob- tained based on quadratic programming. It is also shown that the nonlinear sub-optimal feedback gain is found by the union of affine state functions.


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