THE LINEAR-QUADRATIC OPTIMAL-CONTROL PROBLEM WITH DELAYS IN STATE AND CONTROL VARIABLES - A STATE-SPACE APPROACH

被引：114

作者：

DELFOUR, MC

机构：

[1] Univ de Montreal, Montreal, Que, Can, Univ de Montreal, Montreal, Que, Can

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1986年 / 24卷 / 05期

关键词：

CONTROL SYSTEMS; DELAY - Theory - CONTROL SYSTEMS; LINEAR - Theory - MATHEMATICAL TECHNIQUES - State Space Methods;

D O I：

10.1137/0324053

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper generalizes the results of R. B. Vinter and R. H. Kwong to a control operator with a more general delay structure than the one in A. Ichikawa and to delay systems with both finite and infinite memories. The linear-quadratic optimal control problem over both finite and infinite time horizons is treated. Several forms of associated abstract Riccati differential and algebraic equations are presented. The properties of the kernel of the solution are studied and a coupled set of matrix ordinary and partial differential equations is obtained.

引用

页码：835 / 883

页数：49

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