In this paper we consider linear time-invariant and periodic systems with periodic forcing terms. We propose new quadratic control problems, both deterministic and stochastic. We also consider stochastic control with partial observation and show that the separation principle holds. Our mathematical models cover both finite and infinite dimensional systems.

Optimal control of linear systems with almost periodic inputs

Ichikawa, Akira;Da Prato, Giuseppe
1987

Abstract

In this paper we consider linear time-invariant and periodic systems with periodic forcing terms. We propose new quadratic control problems, both deterministic and stochastic. We also consider stochastic control with partial observation and show that the separation principle holds. Our mathematical models cover both finite and infinite dimensional systems.
1987
File in questo prodotto:
File Dimensione Formato  
0325055.pdf

accesso aperto

Descrizione: journal article full text
Tipologia: Altro materiale allegato
Licenza: Non pubblico
Dimensione 1.18 MB
Formato Adobe PDF
1.18 MB Adobe PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/91973
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 18
  • ???jsp.display-item.citation.isi??? 15
social impact