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Linear quadratic optimization in feedback control class

  • A. Cheremensky
  • V. Fomin
Part of the Mathematics and Its Applications book series (MAIA, volume 345)

Abstract

In this chapter, two different methods of investigation of optimal control are developed.The first one is an abstract variant of the Wiener method: it is based on the reduction of the control problem to the problem of the minimization of a quadratic functional on a given subspace of some Hilbert space. The second method is based on the special representation of the performance index. This method rises from the known “frequency” theorems (Kalman- Yakubovich and Kalman-Czege lemmas) and is connected with the special factorization of the weight operator (of the performance index). Due to these methods, an abstract variant of SLQP is investigated.

Keywords

Optimal Control Problem Performance Index External Disturbance Transfer Operator Admissible Control 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1996

Authors and Affiliations

  • A. Cheremensky
    • 1
  • V. Fomin
    • 2
  1. 1.Institute of MechanicsBulgarian Academy of SciencesSofiaBulgaria
  2. 2.Department of Mathematics and MechanicsSt Petersburg UniversitySt Petersburg-PetrodvoretzRussia

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