DocumentCode
830968
Title
Positive definiteness of a quadratic functional
Author
Haas, Violet B.
Author_Institution
Purdue University, West Lafayette, IN, USA
Volume
24
Issue
6
fYear
1979
fDate
12/1/1979 12:00:00 AM
Firstpage
970
Lastpage
974
Abstract
In a 1975 paper, Molinari [1] proved that under certain continuity and controllability hypotheses, the infinum of a quadratic linear functional subject to linear differential equations constraints and a linear terminal constraint, is a quadratic function of the initial state. We show here how to constructively find this quadratic form under the addition of a positivity assumption. We also show that if a strengthened generalized Legendre-Clebsch condition holds then there is a linear optimal feedback control law.
Keywords
Linear systems, time-varying continuous-time; Optimal control; Controllability; Cost function; Equations; Feedback control; Kalman filters; Stability; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1102193
Filename
1102193
Link To Document