Quadratic control for linear periodic systems (Q1104905)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic control for linear periodic systems |
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Quadratic control for linear periodic systems (English)
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1988
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The authors consider linear periodic systems on Hilbert spaces and minimize the limsup of a quadratic average cost. Under stabilizability and detectability assumptions the form of the optimal feedback is given involving the unique T-periodic nonnegative solution of a Riccati equation. Next analogous results are proved for stochastic systems. Then for problems with partial observation a separation principle is derived. Finally several examples illustrate the results.
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linear periodic systems
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Hilbert spaces
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quadratic average cost
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optimal feedback
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Riccati equation
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separation principle
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