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Causality with finite horizon of the past in continuous time

✍ Scribed by Ljiljana Petrović; Sladjana Dimitrijević


Book ID
116890503
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
211 KB
Volume
82
Category
Article
ISSN
0167-7152

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The optimal control problem for time-invariant linear systems with quadratic cost is considered for arbitrary, i.e., non-necessarily positive semidefinite, terminal cost matrices. A classification of such matrices is proposed, based on the maximum horizon for which there is a finite minimum cost for