Quadratic control for linear periodic systems (Q1104905)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4057413
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quadratic control for linear periodic systems |
scientific article; zbMATH DE number 4057413 |
Statements
Quadratic control for linear periodic systems (English)
0 references
1988
0 references
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.
0 references
linear periodic systems
0 references
Hilbert spaces
0 references
quadratic average cost
0 references
optimal feedback
0 references
Riccati equation
0 references
separation principle
0 references
0 references
0 references
0.9525442
0 references
0 references
0.91994786
0 references
0.9177875
0 references
0.9160634
0 references
0.91606045
0 references
