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
收藏
页码：359 / 381
页数：23
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