Finite time linear quadratic control for weakly regular linear systems (Q2745704)
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scientific article; zbMATH DE number 1655102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time linear quadratic control for weakly regular linear systems |
scientific article; zbMATH DE number 1655102 |
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Finite time linear quadratic control for weakly regular linear systems (English)
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7 May 2002
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weakly regular systems
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finite time LQ control problem
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Riccati equation
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well posedness
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optimal cost operator
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The authors study the finite time LQ control problem for weakly regular linear systems with unbounded input and output operators. They prove that the LQ problem has a unique solution for every initial state without the assumption that the system is stable or is jointly stabilizable or detectable. Moreover they obtain a formula for the optimal cost operator and show that it satisfies a differential Riccati equation. The reported results seem to be stronger than those obtained by \textit{M. Weiss} and \textit{G. Weiss} [Math. Control Signals Syst. 10, 287-330 (1997; Zbl 0884.49021)].
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