Universal regulators in a linear-quadratic problem of optimal control (Q1380271)

The author considers the control problem with the input \(u(t)\) and the outputs \(y(t)\), \(z(t): \frac {dx}{dt}=Ax+Bu\), \(y=C_1x+C_2u\), \(z=D_1x+D_2u\); \(u,x,y,z\) vectors of dimensions \(m,n,l,k\), respectively, the matrices \(A, B, C_1, C_2, D_1, D_2\) are constant. It is required to construct the regulator \(\alpha (p)u=\beta (p)z+\gamma (p)\varphi (t),\) \(p=\frac d{dt}\), for following up an polyharmonic signal \(\varphi(t)=\sum_{j=1}^N \varphi_je^{i\omega_jt}\) with the given spectrum \(\omega_1<\omega_2<\dots<\omega_N.\) The regulator must be such that the functional \(\Phi=\lim \sup_{T\to \infty} \int_0^T| y(t)-\varphi(t)|^2dt\) attains its minimum. The existence of an universal regulator in some classes of regulators is verified.