A Result on Output Feedback Linear Quadratic Control

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

A Result on Output Feedback Linear Quadratic Control

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

Research output: Working paper › Discussion paper › Other 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 language	English
Place of Publication	Tilburg
Publisher	Macroeconomics
Number of pages	12
Volume	2006-108
Publication status	Published - 2006

Publication series

Name	CentER Discussion Paper
Volume	2006-108

Keywords

LQ theory
Algebraic Riccati equations
Differential games

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title = "A Result on Output Feedback Linear Quadratic Control",

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.",

keywords = "LQ theory, Algebraic Riccati equations, Differential games",

author = "J.C. Engwerda and A.J.T.M. Weeren",

note = "Subsequently published in Automatica, 2008 Pagination: 12",

year = "2006",

language = "English",

volume = "2006-108",

series = "CentER Discussion Paper",

publisher = "Macroeconomics",

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TY - UNPB

T1 - A Result on Output Feedback Linear Quadratic Control

AU - Engwerda, J.C.

AU - Weeren, A.J.T.M.

N1 - Subsequently published in Automatica, 2008 Pagination: 12

PY - 2006

Y1 - 2006

N2 - 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.

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

M3 - Discussion paper

VL - 2006-108

T3 - CentER Discussion Paper

BT - A Result on Output Feedback Linear Quadratic Control

PB - Macroeconomics

CY - Tilburg

ER -

A Result on Output Feedback Linear Quadratic Control

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