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AUTHOR(S): 

Snezhana Kostova

 

TITLE

Linear Quadratic Regulator Problem for Positive Systems with Polyhedral Cone Constraints

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ABSTRACT

In the paper, the infinite horizon LQR problem of linear discrete time systems with nonnegative state constraints is studied. The state constraints are defined as a polyhedral cone belonging to the nonnegative orthant. It is investigated when the solution of the unconstrained LQR problem coincide with the solution of constrained problem, when there is no solution and when there is solution of constrained problem, but it doesn’t coincide with the solution of unconstrained LQR problem.

KEYWORDS

Positive systems, Invariant sets, Quadratic programming

REFERENCES

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[10] Kostova S., I. Ivanov, L. Imsland and N. Georgieva, Infinite horizon LQR problem of linear discrete time positive systems, Proceeding of the Bulgarian Academy of Sciences, 66, 8, 2013, pp.1167-1174. 

[11] Kostova S., L. Imsland and I. Ivanov, LQR problem of linear discrete time systems with nonnegative state constraints, AIP Conf. Proc. 1684,110003 (2015), ISSN: 0094-243X,EISSN: 1551-7616; http://dx.doi.org/10.1063/1.4934346. 

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Cite this paper

Snezhana Kostova. (2016) Linear Quadratic Regulator Problem for Positive Systems with Polyhedral Cone Constraints. International Journal of Mathematical and Computational Methods, 1, 372-377

 

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