LQR Design under Stability Constraints

The solution of classic discrete-time, finite-horizon linear quadratic regulator (LQR) problem is well known in literature. By casting the solution to be a static state-feedback, we propose a new method that trades off low LQR objective value with closed-loop stability.

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To appear on the special issue on the 21st IFAC World Congress 2020, IFAC PapersOnLine.

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