General closed loop optimal solutions for linear dynamic systems with linear constraints and functional. (English) Zbl 0844.93054

d’Alessandro, Paolo; De Santis, Elena

J. Math. Syst. Estim. Control 6, No. 2, 247-250 (1996).

Summary: This paper gives a general solution for the problem of deriving a closed loop optimal controller for linear dynamical systems with linear constraints and linear functional. The controller is also given for the feasibility problem cost. Necessary and sufficient condition for the existence of such a controller are given. The analysis is completed illustrating some interesting special cases. (Retrieval Code: 88886).

MSC:

93C55	Discrete-time control/observation systems
49N05	Linear optimal control problems

Keywords:

constrained controls; optimal controller; linear