• 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