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 :
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