Coprime factorization and optimal control on the doubly infinite discrete time axis (Q2884595)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Coprime factorization and optimal control on the doubly infinite discrete time axis |
scientific article; zbMATH DE number 6039285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coprime factorization and optimal control on the doubly infinite discrete time axis |
scientific article; zbMATH DE number 6039285 |
Statements
30 May 2012
0 references
linear quadratic optimal control
0 references
Riccati equation
0 references
infinite-dimensional system
0 references
coprime factorization
0 references
Coprime factorization and optimal control on the doubly infinite discrete time axis (English)
0 references
The article deals with the quadratic cost minimization problem for infinite-dimensional time-invariant linear systems in discrete and continuous time. The authors study the problem of strongly coprime factorization over \(H^\infty\) of the unit disc. They present a necessary and sufficient condition for the existence of such a coprime factorization in terms of an optimal control problem over the doubly infinite discrete-time axis. An equivalent condition for the existence of such a coprime factorization is that both the control and filter algebraic Riccati equation have a solution and that a coupling condition involving these solutions is satisfied.
0 references
