On the horizons in constrained linear quadratic regulation

被引：0
|
作者：
Zhao, Xiaodong [1 ]
Lin, Zongli [2 ]
机构：
[1] Hangzhou Dianzi Univ, Coll Automat, Hangzhou 310018, Peoples R China
[2] Univ Virginia, Dept Elect & Comp Engn, Charlottesville, VA 22904 USA
来源：
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14 | 2007年
基金：
中国国家自然科学基金;
关键词：
constrained linear quadratic regulation; finite horizon; null controllable region;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This work revisits the problem of infinite horizon constrained linear quadratic regulation (LQR) for discrete-time systems. It is known that there exists a finite horizon such that the infinite horizon constrained LQR problem can be solved as a finite horizon constrained LQR problem. We first propose several algorithms to estimate the upper bound of the length of this finite horizon. Conservativeness and computational complexity of these algorithms are compared through an example.
引用
收藏
页码：539 / 544
页数：6
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