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
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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