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Linear Quadratic Control under Quadratic Constraints

Author

Summary, in English

The linear quadratic optimal control problem under quadratic constraints is an optimization problem over a generally non-convex set. Yakubovich [8] and Megretski [4] have studied this problem, and they show how it may be translated into a two-stage, convex optimization problem. In this paper we study the linear quadratic control problem under quadratic constraints for generalized first-order systems. As in the state-space case the linear quadratic control problem without quadratic constraints may be solved in terms of a linear matrix inequality. Subsequently, we use the results from [8] to derive a linear matrix inequality characterizing the linear quadratic optimal behaviour under quadratic constraints.

Publishing year

1997

Language

English

Pages

3363-3368

Publication/Series

1997 European Control Conference (ECC)

Document type

Conference paper

Topic

  • Control Engineering

Conference name

4th European Control Conference, 1997

Conference date

1997-07-01 - 1997-07-04

Conference place

Brussels, Belgium

Status

Published

ISBN/ISSN/Other

  • ISBN: 978-3-9524269-0-6