New Riccati equations for well-posed linear systems
نویسندگان
چکیده
منابع مشابه
New Riccati equations for well-posed linear systems
We consider the classic problem of minimizing a quadratic cost functional for well-posed linear systems over the class of inputs that are square integrable and that produce a square integrable output. As is well-known, the minimum cost can be expressed in terms of a bounded nonnegative selfadjoint operator X that in the finite-dimensional case satisfies a Riccati equation. Unfortunately, the in...
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ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 2004
ISSN: 0167-6911
DOI: 10.1016/j.sysconle.2004.02.010