Linear-quadratic regulator. I. a new solution
Mikhail V. Khlebnikov, Pavel Sergeevich Shcherbakov, Vladimir N. Chestnov · Automation and Remote Control · 2015
In this paper, the classical linear-quadratic regulator problem is solved via use of the linear matrix inequality technique. This approach is shown to yield the optimal solution obtained by using the matrix Riccati equation. Various undesirable effects are discussed, which may appear when applying other solution methods known from the literature; numerical examples are presented.