A Result on Output Feedback Linear Quadratic Control

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

Research output: Working paperDiscussion paperOther research output

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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

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Feedback
Feedback control
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Keywords

  • LQ theory
  • Algebraic Riccati equations
  • Differential games

Cite this

Engwerda, J. C., & Weeren, A. J. T. M. (2006). A Result on Output Feedback Linear Quadratic Control. (CentER Discussion Paper; Vol. 2006-108). Tilburg: Macroeconomics.
Engwerda, J.C. ; Weeren, A.J.T.M. / A Result on Output Feedback Linear Quadratic Control. Tilburg : Macroeconomics, 2006. (CentER Discussion Paper).
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Engwerda, JC & Weeren, AJTM 2006 'A Result on Output Feedback Linear Quadratic Control' CentER Discussion Paper, vol. 2006-108, Macroeconomics, Tilburg.

A Result on Output Feedback Linear Quadratic Control. / Engwerda, J.C.; Weeren, A.J.T.M.

Tilburg : Macroeconomics, 2006. (CentER Discussion Paper; Vol. 2006-108).

Research output: Working paperDiscussion paperOther research output

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AB - 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.

KW - LQ theory

KW - Algebraic Riccati equations

KW - Differential games

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Engwerda JC, Weeren AJTM. A Result on Output Feedback Linear Quadratic Control. Tilburg: Macroeconomics. 2006. (CentER Discussion Paper).