Quadratic optimal control of stable systems through spectral factorization
type: Item
instance of: scholarly article
title: Quadratic optimal control of stable systems through spectral factorization
zbMATH Open document ID: 0843.93019
DOI: 10.1007/BF01210206
published in: MCSS. Mathematics of Control, Signals, and Systems
publication date: 1996-08-15T00:00:00Z
review text: The quadratic cost minimization problem had been solved using Wiener-Hopf factorization theory. The stable input-output system \(y(t)= (\gamma * u) (t)+ f(t)\), \(t\in \overline {\mathbb{R}}^+\), \(u(t)= \varphi (t)\), \(t\in \mathbb{R}^-\) is studied. Here \(\gamma\) represents the impulse response of the system. Some realizations of this system are analyzed. The difficulty with unbounded control and observation operators is replaced by the difficulty of performing the spectral factorization. The used technique essentially differs from the usual one and doesn't use state-space theory to get the feedback operator and the Riccati operator.
Mathematics Subject Classification ID: 93B28
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93C80
Mathematics Subject Classification ID: 47N10
zbMATH DE Number: 840223
zbMATH Keywords: optimal control
zbMATH Keywords: spectral theory
zbMATH Keywords: semigroups
zbMATH Keywords: quadratic cost
zbMATH Keywords: Wiener-Hopf factorization
zbMATH Keywords: input-output system
zbMATH Keywords: realizations
zbMATH Keywords: unbounded control
author: Olof Staffans
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 840223