Optimum control of certain linear systems with quadratic loss. I

Robust Linear Quadratic Control of Systems with Integral Quadratic Constraints

In this paper, we consider the robust linear quadratic (LQ) control problem for a class of uncertain linear systems which are subject to a general type of integral quadratic constraints (IQCs). Both analysis and synthesis problems are considered in this paper. For the analysis problem, we determine if the system satisses a desired linear quadratic performance index for all admissible uncertaint...

Stochastic linear quadratic control problem of switching systems with constraints

Linear Quadratic Control for Systems with Structured Uncertainty

The standard LQR design technique is extended to systems with parametric uncertainty in the open-loop "A" matrix. This design, called the robust LQR (RLQR), guarantees the stability of the uncertain system, and the same level of performance robustness as standard LQR designs. To determine the properties of the RLQR design, simulations are performed on various mass-spring systems, and compared t...

Linear-Quadratic Optimal Controller 10.3 Optimal Linear Control Systems

In Chapters 8 and 9 of this book we have designed dynamic controllers such that the closed-loop systems display the desired transient response and steady state characteristics. The design techniques presented in those chapters have sometimes been limited to trial and error methods while searching for controllers that meet the best given specifications. Furthermore, we have seen that in some cas...

Optimal Linear Quadratic Control