Abstract
In this chapter we treat a general minimization problem on a finite horizon in which the cost functional is a quotient of two definite integrals. An existence theorem is given for the minimization of the cost functional, and necessary conditions that need to be satisfied by the minimizer are stated. Also, a condition is given for the evaluation of the minimum value of the cost functional. The results are shown to have application to the finite horizon H ∞ performance robustness problem. An expression for the variation of the performance in terms of variations in the system matrices is developed.
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© 1995 Birkhäuser Boston
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Subrahmanyam, M.B. (1995). A General Minimization Problem with Application to Performance Robustness in Finite Horizon H ∞ . In: Finite Horizon H∞ and Related Control Problems. Systems Control: Foundations & Applications. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-4272-7_5
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DOI: https://doi.org/10.1007/978-1-4612-4272-7_5
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4612-8718-6
Online ISBN: 978-1-4612-4272-7
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