A Note on Cooperative Linear Quadratic Control

A Note on Cooperative Linear Quadratic Control

In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, in case the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games. In ...

A Note on Quadratic Maps for Hilbert Space Operators

In this paper, we introduce the notion of sesquilinear map on Β(H) . Based on this notion, we define the quadratic map, which is the generalization of positive linear map. With the help of this concept, we prove several well-known equality and inequality...  

A note on quadratic forms

We extend an interesting theorem of Yuan [12] for two quadratic forms to three matrices. Let C1, C2, C3 be three symmetric matrices in <n×n , if max{xT C1x, xT C2x, xT C3x} ≥ 0 for all x ∈ <n , it is proved that there exist ti ≥ 0 (i = 1, 2, 3) such that ∑3 i=1 ti = 1 and ∑3 i=1 ti Ci has at most one negative eigenvalue.

Optimal Linear Quadratic Control

Linear Quadratic Optimal Control

In previous lectures, we discussed the design of state feedback controllers using using eigenvalue (pole) placement algorithms. For single input systems, given a set of desired eigenvalues, the feedback gain to achieve this is unique (as long as the system is controllable). For multi-input systems, the feedback gain is not unique, so there is additional design freedom. How does one utilize this...