A Result on Output Feedback Linear Quadratic Control

In 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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Year of publication:	2006
Authors:	Engwerda, Jacob ; Weeren, A.J.T.M.
Institutions:	Tilburg University, Center for Economic Research
Subject:	LQ theory \| Algebraic Riccati equations \| Differential games

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Extent:	application/pdf
Series:	Discussion Paper.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series CentER Discussion Paper Number 2006-108
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011092919