×

zbMATH — the first resource for mathematics

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