A Result on Output Feedback Linear Quadratic Control

J.C. Engwerda, A.J.T.M. Weeren

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Abstract

In this note we consider the static output feedback linear quadratic control problem.We present both necessary and sufficient conditions under which this problem has a solution in case the involved cost depend only on the output and control variables.This result is used to present both necessary and sufficient conditions under which the corresponding linear quadratic differential game has a Nash equilibrium in case the players use static output feedback control.
Original languageEnglish
Place of PublicationTilburg
PublisherMacroeconomics
Number of pages12
Volume2006-108
Publication statusPublished - 2006

Publication series

NameCentER Discussion Paper
Volume2006-108

Keywords

  • LQ theory
  • Algebraic Riccati equations
  • Differential games

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    Engwerda, J. C., & Weeren, A. J. T. M. (2006). A Result on Output Feedback Linear Quadratic Control. (CentER Discussion Paper; Vol. 2006-108). Macroeconomics.