QUADRATIC CONTROL FOR LINEAR TIME-VARYING SYSTEMS

被引：67

作者：

DAPRATO, G ^{[1
]}

ICHIKAWA, A ^{[1
]}

机构：

[1] SHIZUOKA UNIV, FAC ENGN, HAMAMATSU, SHIZUOKA 432, JAPAN

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1990年 / 28卷 / 02期

关键词：

D O I：

10.1137/0328019

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An infinite-dimensional linear time-varying system on the interval (-∞, ∞) is considered. We introduce three quadratic problems: the infinite horizon problem, and one-sided and two-sided average cost problems. A Riccati equation on (-∞, ∞) is considered first and sufficient conditions for the existence and uniqueness of a bounded solution are given. Then by dynamic programming the quadratic problems are solved. Similar problems in the stochastic case are considered.

引用

页码：359 / 381

页数：23

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