Commutant Lifting for Optimal Control of Time-Varying Systems

Commutant Lifting for Optimal Control of Time-Varying Systems

Year:    2012

Author:    Liu Liu, Yufeng Lu

Communications in Mathematical Research , Vol. 28 (2012), Iss. 3 : pp. 252–264

Abstract

This paper uses the commutant lifting theorem for representations of the nest algebra to deal with the optimal control of infinite dimensional linear time-varying systems. We solve the model matching problem and a certain optimal feedback control problem, each of which corresponds with one type of four-block problem. We also obtain a new formula for the optimal performance and prove the existence of an optimal controller.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2012-CMR-19048

Communications in Mathematical Research , Vol. 28 (2012), Iss. 3 : pp. 252–264

Published online:    2012-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    13

Keywords:    optimal control four block problem commutant lifting time-varying nest algebra.

Author Details

Liu Liu

Yufeng Lu