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Optimal periodic control in linear quadratic problems

By: Ng, S.K.; Chan, W.L.;

1978 / IEEE


This item was taken from the IEEE Periodical ' Optimal periodic control in linear quadratic problems ' In this paper we study a method for the construction of optimal periodic control and optimal period for the time invariant linear quadratic problem with constraints. It is an frequency domain approach basing on the ¿ criterion of Bittanti, Fronza and Guardabassi. The quadratic functional involved is shown to be diagonalizable by certain unitary matrix and thus enabling its maximization through spectral selection by adjusting suitable frequency or period.