This paper addresses the finite-horizon LQ problem for continuous and discrete-time LTI stabilizable (or antistabilizable) systems, with sharp constraints on the extreme states.In particular, we provide a new closed-form representation of all the solutions of the Hamiltonian ans symplectic systems in a parametrized form which, together with the suitable boundary equations, represents a set of necessary and sufficient conditions for optimality.
A parametrization of the solutions of the Hamiltonian and symplectic systems for uncontrollable pairs
MARRO, GIOVANNI;NTOGRAMATZIDIS, LORENZO
2004
Abstract
This paper addresses the finite-horizon LQ problem for continuous and discrete-time LTI stabilizable (or antistabilizable) systems, with sharp constraints on the extreme states.In particular, we provide a new closed-form representation of all the solutions of the Hamiltonian ans symplectic systems in a parametrized form which, together with the suitable boundary equations, represents a set of necessary and sufficient conditions for optimality.File in questo prodotto:
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