LQ-optimization: a cautionary tale

LQ-optimization: a cautionary tale

A study is made of a simple but realistic control problem that does not satisfy one of the conditions for polynomial optimization. The use of both state-space/Kalman filter and polynomial methods illustrates the advantage of the latter with regard to simplicity and the detection of flaws. Two soluti...

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Veröffentlicht in:International journal of control 1995-10, Vol.62 (4), p.767-780
Hauptverfasser: ROBERTS, A. P., NEWMANN, M. M., PARKES, N.E.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Optimal control
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Beschreibung
Zusammenfassung:A study is made of a simple but realistic control problem that does not satisfy one of the conditions for polynomial optimization. The use of both state-space/Kalman filter and polynomial methods illustrates the advantage of the latter with regard to simplicity and the detection of flaws. Two solutions to the problem are proposed.
ISSN:0020-7179
1366-5820
DOI:10.1080/00207179508921567