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.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.
