Abstract
This paper studies the asymptotic properties of the Hessian in discrete-time linear quadratic optimal control. We show that the singular values of the Hessian converge, in a well defined sense, to the principal gains in the frequency domain of an associated normalized system transfer function. We treat the stable and unstable case for multi-input multi-output linear systems. Potential applications of the ideas presented here include fast and/or robust algorithms for constrained model predictive control of discrete-time linear systems.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.