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.
@article{bwmeta1.element.bwnjournal-article-amcv20i4p655bwm,
author = {Muhafzan},
title = {Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems},
journal = {International Journal of Applied Mathematics and Computer Science},
volume = {20},
year = {2010},
pages = {655-664},
zbl = {1211.90163},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv20i4p655bwm}
}
Muhafzan. Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems. International Journal of Applied Mathematics and Computer Science, Tome 20 (2010) pp. 655-664. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv20i4p655bwm/
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