Article ID: | iaor20126126 |
Volume: | 155 |
Issue: | 1 |
Start Page Number: | 325 |
End Page Number: | 335 |
Publication Date: | Oct 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Peng Zhongxing, Yang Ying |
Keywords: | programming: quadratic |
This paper discusses the reduction of the minimum cost caused by the presence of input redundancies on linear quadratic regulator problems. An upper bound is first established for the problem with identical input redundancies. And this is further extended to the one with arbitrary input redundancies. Meanwhile, an algorithm is proposed to estimate the upper bound with given accuracy. Finally, a numerical example of Boeing 747 jet liner is employed to demonstrate the main results.