Large finite horizon and infinite horizo
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J. L. Willems; F. M. Callier
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Article
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1983
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John Wiley and Sons
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English
⚖ 704 KB
In this paper the relations between the finite horizon optimal control problem with receding horizon and the infinite horizon problem are discussed; the system is assumed to be linear, time-invariant, and stabilizable. The cost function is quadratic but the output in the integral of the cost functio