On Optimal Feedback Control for Stationary Linear Systems

Journal Article · Thu Apr 15 00:00:00 EDT 2010 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-009-9081-1· OSTI ID:21480273

Russell, David L., E-mail: [e-mail] ^[1]

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1. Virginia Tech, Department of Mathematics (United States)

We study linear-quadratic optimal control problems for finite dimensional stationary linear systems AX+BU=Z with output Y=CX+DU from the viewpoint of linear feedback solution. We interpret solutions in relation to system robustness with respect to disturbances Z and relate them to nonlinear matrix equations of Riccati type and eigenvalue-eigenvector problems for the corresponding Hamiltonian system. Examples are included along with an indication of extensions to continuous, i.e., infinite dimensional, systems, primarily of elliptic type.

• OSTI ID: 21480273
• Journal Information: Applied Mathematics and Optimization, Vol. 61, Issue 2; Other Information: DOI: 10.1007/s00245-009-9081-1; Copyright (c) 2010 Springer Science+Business Media, LLC; ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICAL METHODS AND COMPUTING
EIGENVALUES
EIGENVECTORS
EQUATIONS
FEEDBACK
HAMILTONIANS
MATHEMATICAL SOLUTIONS
MATRICES
NONLINEAR PROBLEMS
OPTIMAL CONTROL
CONTROL
MATHEMATICAL OPERATORS
QUANTUM OPERATORS