PDFAbstract: In the paper, the infinite horizon LQR problem of linear discrete time systems with nonnegative state constraints is studied. The state constraints are defined as a polyhedral cone belonging to the nonnegative orthant. It is investigated when the solution of the unconstrained LQR problem coincide with the solution of constrained problem, when there is no solution and when there is solution of constrained problem, but it doesn’t coincide with the solution of unconstrained LQR problem.
Keywords: Positive systems, Invariant sets, Quadratic programming
Cite this paper
Snezhana Kostova. (2016) Linear Quadratic Regulator Problem for Positive Systems with Polyhedral Cone Constraints. International Journal of Mathematical and Computational Methods, 1 , 372-377
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