The paper establishes a non-variational procedure in order to obtain the solution to an optimal control problem. The optimal control refers to a quadratic criterion with finite final time, regarding a timevariant linear system, for continuous and discrete time cases. The proposed solution is more convenient for implementation by comparison with the classical ones. The indicated optimal controll...

An optimal control problem governed by an unilateral obstacle problem is considered. The problem is discretzed by using linear finite elements for the state and the obstacle and a variational discrete approach for the control. Based on strong stationarity and a quadratic growth condition we establish a priori error estimates which turn out to be quasi-optimal under additional assumptions on the...

esses etc, can be appropriately described by the switched model [3-8]. In this paper, we proposed an innovative representation modeling of the Takagi-Sugeno (T-S) fuzzy switched discrete-time system. The simulation of stability analysis methods based on Lyapunov stability theorem to study the stability and switching law design for the T-S fuzzy switched discrete-time systems. Sufficient conditi...

An extended formulation to the risk-sensitive control of discrete-time linear stochastic systems is presented in the paper. The problem considered is formulated as a convex optimization problem where the design procedure relies on a unified algebraic approach. A possible singular task of risk-sensitive minimum variance control is regularized by defining a quadratic constraint on input variables...

Abstract. We consider a linear-quadratic optimization problem with pointwise bounds on the state for which the constraint is given by the Laplace-Beltrami equation (to have uniqueness we add an lower order term) on a two-dimensional surface . By using finite elements we approximate the optimization problem by a family of discrete problems and prove convergence rates for the discrete controls an...

Using a non-linear model in model predictive control (MPC) changes the control problem from a convex quadratic programme to a non-convex non-linear problem, which is much more challenging to solve. In this study, we introduce an MPC algorithm for non-linear discrete-time systems. The systems are composed of a linear constant part perturbed by an additive state-dependent non-linear term. The con...

In this paper, we study the existence of linear quadratic Gaussian (LQG)–balanced realizations for discrete-time infinite-dimensional systems. LQG-balanced realizations are those for which the smallest nonnegative self-adjoint solutions of the control and filter Riccati equations are equal. We show that the control (filter) Riccati equation has a nonnegative self-adjoint solution if and only if...

Multiparametric quadratic and linear programming theory has been applied with success for implementing deterministic MPC controllers. In this note, we have proposed to apply the approximate multipara-metric convex programming solver of [18] to the robust MPC control scheme proposed in [7]. An explicit description of the control law is obtained for ease of implementation of robust MPC. The contr...

This paper deals with the discrete-time infinite-horizon linear quadratic problem with indefinite cost criterion. Given a discrete-time linear system, an indefinite costfunctional and a linear subspace of the state space, we consider the problem of minimizing the costfunctional over all inputs that force the state trajectory to converge to the given subspace. We give a geometric characterizatio...