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Uniqueness of Local Minima for Linear Quadratic Control Design
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1985 (English)In: Systems & control letters (Print), ISSN 0167-6911, E-ISSN 1872-7956, Vol. 5, no 5, 295-302 p.Article in journal (Refereed) Published
Abstract [en]

The problem of minimizing a weighted sum of the input and output variances from a linear scalar system is considered. This is viewed as an optimization problem with the parameters of the regulator as unknowns and it is proved that if the regulator is flexible enough, then every local minimum to this problem is a global optimum. This result is useful if a gradient method is used to find the optimal regulator.

Place, publisher, year, edition, pages
Elsevier, 1985. Vol. 5, no 5, 295-302 p.
Keyword [en]
Optimal control, Stochastic systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-103953DOI: 10.1016/0167-6911(85)90025-8OAI: oai:DiVA.org:liu-103953DiVA: diva2:693298
Available from: 2014-02-04 Created: 2014-02-04 Last updated: 2017-12-06

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