Linear Quadratic Control under Quadratic Constraints
(1997) 4th European Control Conference, 1997 p.3363-3368- Abstract
- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/8517032
- author
- Rantzer, Anders LU and van der Geest, Robert
- organization
- publishing date
- 1997
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- 1997 European Control Conference (ECC)
- pages
- 3363 - 3368
- conference name
- 4th European Control Conference, 1997
- conference location
- Brussels, Belgium
- conference dates
- 1997-07-01 - 1997-07-04
- external identifiers
-
- scopus:84949086512
- ISBN
- 978-3-9524269-0-6
- language
- English
- LU publication?
- yes
- id
- 903d686f-9fca-47e1-a0e8-a4bf75a4da76 (old id 8517032)
- date added to LUP
- 2016-04-04 13:26:43
- date last changed
- 2023-04-09 03:18:58
@inproceedings{903d686f-9fca-47e1-a0e8-a4bf75a4da76, abstract = {{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.}}, author = {{Rantzer, Anders and van der Geest, Robert}}, booktitle = {{1997 European Control Conference (ECC)}}, isbn = {{978-3-9524269-0-6}}, language = {{eng}}, pages = {{3363--3368}}, title = {{Linear Quadratic Control under Quadratic Constraints}}, year = {{1997}}, }