A Result on Output Feedback Linear Quadratic Control
AbstractIn 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.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2006-108.
Date of creation: 2006
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Web page: http://center.uvt.nl
LQ theory; Algebraic Riccati equations; Differential games;
Other versions of this item:
- Engwerda, J.C. & Weeren, A.J.T.M., 2008. "A result on output feedback linear quadratic control," Open Access publications from Tilburg University urn:nbn:nl:ui:12-364996, Tilburg University.
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
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- Broek, W.A. van den & Engwerda, J.C. & Schumacher, J.M., 2003. "An equivalence result in linear-quadratic theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91412, Tilburg University.
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