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scientific article; zbMATH DE number 1086782
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scientific article; zbMATH DE number 1086782 |
Statements
7 June 1998
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infinite-horizon discrete-time linear-quadratic optimal control system
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state feedback
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output-stabilizability
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optimal state feedback
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0.8027148246765137
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0.7998003959655762
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0.7888035178184509
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The concept of optimizability for infinite-horizon discrete-time linear-quadratic optimal control system is considered. It is shown that this concept is composed of the existence of a positive semi-definite solution of an algebraic Riccati equation, of the optimizability using state feedback and of output-stabilizability of the system. It is then found that the optimal minimal cost is determined by the minimal positive semi-definite solution of the algebraic Riccati equation, which generates an optimal state feedback. The latter becomes stabilizing iff the system is output-stabilizable and detectable. In accordance with the author's view the paper has a didactical character. For the entire collection see [Zbl 0873.00030].
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