Inverse Problem of Linear Optimal Control

Authors:
  • AJAntony Jameson
    Antony Jameson
  • EKEliezer Kreindler
    Eliezer Kreindler

Abstract
Necessary and sufficient conditions are derived such that a multi-input, time-varying, linear state-feedback system minimizes a quadratic performance index (the inverse linear optimal control problem). A procedure for determining all such equivalent performance indices that yield the same feedback matrix is indicated.

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