The paper provides extended methods for control linear positive discrete-time systems that are subject to parameter uncertainties, reflecting structural system constraints and properties when solving the problem of quadratic stability. By using an extension Lyapunov approach, stability is presented become apparent in pre-existing positivity design feedback control. approach prefers representati...

We describe an implementation of an infinite-dimensional primal-dual algorithm based on the Nesterov-Todd direction. Several applications to both continuous and discrete-time multi-criteria linear-quadratic control problems and linear-quadratic control problem with quadratic constraints are described. Numerical results show a very fast convergence (typically, within 3-4 iterations) to optimal s...

The paper establishes the design procedure for the state feedback control of linear discrete-time systems, considerable as an interposed design criterium in the form of linear matrix inequalities. The goal is to design the feedback control which guarantees bounded H2 performance index for the system transfer function matrix and H∞ norm attenuation for the disturbance transfer function matrix, b...

In a past study the authors drew attention to the fact that time-varying discrete-time linear systems may be temporarily uncontrollable and unreconstructable and that this is vital knowledge for both control engineers and system scientists. Describing and detecting the temporal loss of controllability and reconstructability requires considering discrete-time systems with variable dimensions and...

This paper analyzes the performance of two parallel algorithms for solving the linear-quadratic optimal control problem arising in discrete-time periodic linear systems. The algorithms perform a sequence of orthogonal reordering transformations on formal matrix products associated with the periodic linear system, and then employs the so-called matrix disk function to solve the resulting discret...

We show that recently developed interior point methods for quadratic programming and linear complementarity problems can be put to use in solving discrete-time optimal control problems, with general pointwise constraints on states and controls. We describe interior point algorithms for a discrete time linear-quadratic regulator problem with mixed state/control constraints, and show how it can b...

The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the discrete-time generalised Riccati equation, but, differently from the discrete case, to date the importance of this equation in the context of optimal contro...