General Linear Quadratic Optimal Control for Periodically Time-Varying Linear Systems
Abstract：This paper deals with the general linear quadratic optimal control (LQOC) problem for periodically time-varying (PTV) linear systems, i.e. the LQOC when the state equation is non-homogenous and the quadratic functional criterion contains linear terms. A series of necessary and sufficient conditions for the solvability of the LQOC problem are given, the optimal control is constructed and the optimal criterion value is given.
Keywords：periodically time-varying linear systemslinear quadratic optimal controlRiccati matrix differential equationsHamiltonian differential equationslinear matrix differential inequality
Publication Date：2002-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：4( 415-418 )