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.
2004
Proceedings of 12th Mediterranean Conference on Control and Automation
A. Ferrante; G. Marro; L. Ntogramatzidis
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/16371
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