Analysis of Nonlinear Quadratic Control in Infinite Time |
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| Authors: | Mihai Popescu |
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| Institution: | Institute of Mathematical Statistics and Applied Mathematics, P.O. Box 1–24, 010145 Bucharest, Romania |
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| Abstract: | This study refers to minimization of quadratic functionals in infinite time. The coefficients of the quadratic form are quadratic matrices, function of the state variable. Dynamic constraints are represented by a bilinear differential systems of the form. The necessary extremum conditions determine the adjoint variables λ and the control variables u as functions of state variable, respectively the adjoint system corresponding to those functions. Thus it will be obtained a matrix differential equation where the solution representing the positive defined symmetric matrix P ( x ), verifies the Riccati algebraic equation. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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