Article ID Journal Published Year Pages File Type
695799 Automatica 2015 4 Pages PDF
Abstract

This paper addresses the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case in which the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We provide a necessary and sufficient condition for the existence of an optimal control.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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