A discussion on the discrete-time finite-horizon indefinite LQ problem

被引：0
|
作者：
Ferrante, Augusto [1 ]
Ntogramatzidis, Lorenzo [2 ]
机构：
[1] Univ Padua, Dipartimento Ingn Informaz, Via Gradenigo 6-B, I-35131 Padua, Italy
[2] Curtin Univ, Dept Math & Stat, Perth, WA, Australia
来源：
2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC) | 2016年
基金：
澳大利亚研究理事会;
关键词：
ALGEBRAIC RICCATI EQUATION;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The aim of this paper is to compare and discuss some old and new results on the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case where the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We show in particular that the necessary and sufficient conditions presented in most contributions in the literature for the existence of a solution to this problem are in fact only sufficient. Our aim is to investigate this issue further, by addressing some of the most delicate and counterintuitive issues that arise in this context.
引用
收藏
页码：216 / 220
页数：5
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