Abstract

This paper investigates the nonfragile design of linear quadratic regulator (LQR) for continuous-time positive linear systems subject to gain variations. Based on positive systems theory and Lyapunov theory, the solvability and optimality of the positivity-preserving LQR problem are analyzed through the lens of optimization, and two projection theorems are derived for single-input and multi-input positive systems, respectively, which paves the way for developing the projected gradient descent (PGD) algorithm for computation. The proposed results fill the literature gap by considering both the optimality and positivity in LQR design, and finally numerical simulations are provided to verify the effectiveness of the results.

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