Abstract
For a linear system (C,A,B) with integral quadratic cost, an optimal control problem is presented which has as its solution an output feedback control. The output feedback chosen ensures that the closed-loop cost is not worse than the open-loop cost for any initial condition, which is not guaranteed by the standard optimization method for finding output feedback (optimization with respect to the feedback matrix of an average over initial conditions of the closed-loop cost). The most severe restriction involved is thatker[C]⊂ R[B]. Finite- and infinite-time cases are discussed.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.