Linear Quadratic Optimal Control of Time-Varying Systems with Indefinite Costs on Hilbert Spaces
β Scribed by Birgit Jacob
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 260 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0932-4194
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π SIMILAR VOLUMES
We study a ΓΏnite horizon optimal control problem for a class of linear systems with a randomly varying time-delay. The systems of this type may arise in embedded control applications and in certain applications in economics. The delay value is treated as an unknown variable but with known statistica
Some necessary and sufficient conditions are found for the existence of the optimal control for systems with a singular mean-square performance index. Optimal control is obtained by the use of pseudo-inverse. The asymptotic behavior of sub-optimal control is also studied.