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. Ferrante, G. Marro, L. Ntogramatzidis (2004). A parametrization of the solutions of the Hamiltonian and symplectic systems for uncontrollable pairs. MADISON, WI : IEEE Control Systems Society, Omnipress.
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.