Optimal control of systems with a unitary semigroup and with colocated control and observation

Abstract

We solve the quadratic optimal control problem on an infinite time interval for a class of linear systems whose state space is a Hilbert space and whose operator semigroup is unitary. The difficulty is that the systems in this class, having unbounded control and observation operators, may be ill-posed. We show that there is a surprisingly simple solution to the problem (the optimal feedback turns out to be output feedback). Our approach is to use a change of variables which transforms the system into a one which, according to recent research, is known to be conservative. We show that, under a mild assumption, the transfer function of this conservative system is inner, and then it follows that the optimal control of this conservative system is trivial. We give an example with the wave equation on an n-dimensional domain, with Neumann control and Dirichlet observation of the velocity.