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On the discrete-time regulator problem in infinite-dimensional spaces
Authors:S. A. Pohjolainen
Affiliation:(1) Department of Electrical Engineering, Tampere University of Technology, Tampere, Finland
Abstract:The linear, discrete-time regulator problem is considered in infinite-dimensional spaces without posing in advance any positivity conditions on quadratic criterion. The convergence of the finite-time optimum solution is studied, when time increases to infinity with a stable, stabilizable, and detectable system.The author thanks Professors P. Karttunen and H. Koivo for helpful discussions regarding this note.
Keywords:Linear optimal control  Hilbert spaces  infinite-dimensional spaces  discrete-time systems
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