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控制理论与应用 2002
General Linear Quadratic Optimal Control for Periodically Time-Varying Linear Systems
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Abstract:
This paper deals with the general linear quadratic optimal control (LQOC) problem for periodically time varying (PTV) linear systems, i.e. the LQOC when the state equation is non homogenous and the quadratic functional criterion contains linear terms. A series of necessary and sufficient conditions for the solvability of the LQOC problem are given, the optimal control is constructed and the optimal criterion value is given.