Extensions of quadratic minimization theory II. Infinite time results

B. D.O. Anderson; J. B. Moore

doi:10.1080/00207176808905632

Extensions of quadratic minimization theory II. Infinite time results

B. D.O. Anderson, J. B. Moore

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

Necessary and sufficient conditions are developed for the existence and calculation of well-defined Riccati differential equation solutions associated with infinite time quadratic loss minimisation problems. The significance of the results is that they not only extend optimal control theory but also have application in a number of areas other than optimal cantrol, e.g. stability theory and time-varying spectral factorization theory.

Original language	English
Pages (from-to)	473-480
Number of pages	8
Journal	International Journal of Control
Volume	7
Issue number	5
DOIs	https://doi.org/10.1080/00207176808905632
Publication status	Published - May 1968
Externally published	Yes

Access to Document

10.1080/00207176808905632

Cite this

@article{59f8ad019daf435191792fb888f436ff,

title = "Extensions of quadratic minimization theory II. Infinite time results",

abstract = "Necessary and sufficient conditions are developed for the existence and calculation of well-defined Riccati differential equation solutions associated with infinite time quadratic loss minimisation problems. The significance of the results is that they not only extend optimal control theory but also have application in a number of areas other than optimal cantrol, e.g. stability theory and time-varying spectral factorization theory.",

author = "Anderson, {B. D.O.} and Moore, {J. B.}",

year = "1968",

month = may,

doi = "10.1080/00207176808905632",

language = "English",

volume = "7",

pages = "473--480",

journal = "International Journal of Control",

issn = "0020-7179",

publisher = "Taylor and Francis Ltd.",

number = "5",

}

TY - JOUR

T1 - Extensions of quadratic minimization theory II. Infinite time results

AU - Anderson, B. D.O.

AU - Moore, J. B.

PY - 1968/5

Y1 - 1968/5

N2 - Necessary and sufficient conditions are developed for the existence and calculation of well-defined Riccati differential equation solutions associated with infinite time quadratic loss minimisation problems. The significance of the results is that they not only extend optimal control theory but also have application in a number of areas other than optimal cantrol, e.g. stability theory and time-varying spectral factorization theory.

AB - Necessary and sufficient conditions are developed for the existence and calculation of well-defined Riccati differential equation solutions associated with infinite time quadratic loss minimisation problems. The significance of the results is that they not only extend optimal control theory but also have application in a number of areas other than optimal cantrol, e.g. stability theory and time-varying spectral factorization theory.

UR - http://www.scopus.com/inward/record.url?scp=14944357146&partnerID=8YFLogxK

U2 - 10.1080/00207176808905632

DO - 10.1080/00207176808905632

M3 - Article

AN - SCOPUS:14944357146

SN - 0020-7179

VL - 7

SP - 473

EP - 480

JO - International Journal of Control

JF - International Journal of Control

IS - 5

ER -

Extensions of quadratic minimization theory II. Infinite time results

Abstract

Access to Document

Other files and links

Fingerprint

Cite this