This paper studies a method of shifting poles of linear constant systems via LQ optimal feedback. By making use of a solution to the so-called inverse regulator problem, this method enables us to shift poles successively by pairs while maintaining the well-known advantages of LQ regulators. Polynomial fractional representation is effectively used both to characterize the maximal pole-assignable...

This paper considers the problems of estimating the stability region (domain of attraction) and controller design for uncertain linear continuous-time systems with input saturationwhen linear quadratic (LQ) optimal controller is used. By exploiting the structure of the LQ controller and the property of saturation functions, it is established that the estimation of stability region can be obtain...

We consider a stochastic linear–quadratic (LQ) problem with possible indefinite cost weighting matrices for the state and the control. An outstanding open problem is to identify an appropriate Riccati-type equation whose solvability is equivalent to the solvability of this possibly indefinite LQ problem. In this paper we introduce a new type of differential Riccati equation, called the generali...

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We develop a higher-order generalization of the LQ decomposition and show that this decomposition plays an important role in likelihood-based estimation and testing for separable, or Kronecker structured, covariance models, such as the multilinear normal model. This role is analogous to that of the LQ decomposition in likelihood inference for the multivariate normal model. Additionally, this hi...

The performance of the linear consensus algorithm is studied by using a Linear Quadratic (LQ) cost. The objective is to understand how the communication topology influences this algorithm. This is achieved by exploiting an analogy between Markov Chains and electrical resistive networks. Indeed, this permits to uncover the relation between the LQ performance cost and the average effective resist...

Let Pn be the collection of all polynomials of degree at most n with real coefficients. A subtle Bernstein-type extremal problem is solved by establishing the inequality ‖U (m) n ‖Lq(R) ≤ (cm)n‖Un‖Lq(R) for all Un ∈ e Gn, q ∈ (0,∞], and m = 1, 2, . . . , where c is an absolute constant and e Gn := ( f : f(t) = N X j=1 Pmj (t)e −(t−λj )2 , λj ∈ R , Pmj ∈ Pmj , N X j=1 (mj + 1) ≤ n ) . Some relat...

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