DocumentCode :
812657
Title :
The stable regulator problem and its inverse
Author :
Molinari, B.
Author_Institution :
Australian National University, Canberra, Australia
Volume :
18
Issue :
5
fYear :
1973
fDate :
10/1/1973 12:00:00 AM
Firstpage :
454
Lastpage :
459
Abstract :
This paper provides a detailed survey and extension of certain properties of the stable regulator problem: determine \\buildrel{min}\\over{u} \\int_{0}^{\\infty} x^{\\prime}Qx + u^{\\prime}u \\hbox{ } dt subject to \\dot{x} = Fx + Gu; x(0) = x_{0}; \\liminf {t \\rightarrow \\infty } x(t) = 0 where Q is not necessarily sign definite. First, equivalence conditions recently given by Willems for the existence of the minimum are extended to include statements in terms of the Hamiltonian matrix and spectral factorization. This provides a precise relation between the time-domain and frequency-domain solutions to the problems. Second, the inverse problem of whether a given feedback u = -Kx is optimal for some Q is easily resolved, as is the redundancy problem of distinct Q1and Q2, resulting in the same optimal control.
Keywords :
Inverse optimal control problem; Linear systems, time-invariant continuous-time; Optimal regulators; Australia; Feedback; Inverse problems; Least squares methods; Optimal control; Regulators; Riccati equations; System testing; Time domain analysis; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1973.1100364
Filename :
1100364
Link To Document :
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