Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
نویسندگان
چکیده
منابع مشابه
Linear quadratic problems with indefinite cost for discrete time systems
This paper deals with the discrete-time infinite-horizon linear quadratic problem with indefinite cost criterion. Given a discrete-time linear system, an indefinite costfunctional and a linear subspace of the state space, we consider the problem of minimizing the costfunctional over all inputs that force the state trajectory to converge to the given subspace. We give a geometric characterizatio...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1993
ISSN: 0895-4798,1095-7162
DOI: 10.1137/0614055