Title :
Positive definiteness of a quadratic functional
Author_Institution :
Purdue University, West Lafayette, IN, USA
fDate :
12/1/1979 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102193