EXTENSIONS OF QUADRATIC MINIMIZATION THEORY 2. INFINITE TIME RESULTS

被引：11

作者：

ANDERSON, BD

MOORE, JB

机构：

[1] Department of Electrical Engineering, University of Newcastle, New South Wales

来源：

INTERNATIONAL JOURNAL OF CONTROL | 1968年 / 7卷 / 05期

关键词：

D O I：

10.1080/00207176808905632

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Necessary and sufficient conditions are developed for the existence and calculation of well-defined Riccati differential equation solutions associated with infinite time quadratic loss minimisation problems. The significance of the results is that they not only extend optimal control theory but also have application in a number of areas other than optimal cantrol, e.g. stability theory and time-varying spectral factorization theory. © Taylor and Francis Group, LLC.

引用

页码：473 / &