Commutant Lifting for Optimal Control of Time-varying Systems

作     者：Liu LIU Lu YU-FENG 

作者机构：School of Mathematical Sciences Dalian University of Technology Dalian Liaoning 116021 

出 版 物：《Communications in Mathematical Research》 (数学研究通讯（英文版）)

年 卷 期：2012年第28卷第3期

页      面：252-264页

核心收录：

学科分类：07[理学] 08[工学] 070104[理学-应用数学] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 

基　　金：The NSF (10971020) of China 

主　　题：optimal control four block problem commutant lifting time-varying nest algebra 

摘      要：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.