LQ Control for Constrained Continuous-time Systems

Akira KOJIMA; Manfred MORARI

doi:10.9746/sicetr1965.38.609

Transactions of the Society of Instrument and Control Engineers

Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654

LQ Control for Constrained Continuous-time Systems

Akira KOJIMA, Manfred MORARI

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Keywords: constrained continuous-time system, model predictive control, LQ control, singular value decomposition, Volterra operator

JOURNAL FREE ACCESS

2002 Volume 38 Issue 7 Pages 609-616

DOI https://doi.org/10.9746/sicetr1965.38.609

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Abstract

A design method for LQ optimal control law is considered for constrained continuous-time systems. By introducing singular value decomposition for finite-horizon linear systems, the sequence of LQ sub-optimal control laws, which converges to the exact solution, is obtained 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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