不确定lq控制的矫顽力和频域条件

Q4 Mathematics

Annals of the Academy of Romanian Scientists: Series on Mathematics and its Applications Pub Date : 2020-10-14 DOI:10.56082/annalsarscimath.2020.1-2.553

T. Damm, B. Jacob

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引用次数: 0

摘要

我们引入矫顽力条件作为著名的卡尔曼-雅库博维奇波波夫引理提供的频率判据的时域模拟。对于一个简单的随机线性二次控制问题，我们给出了矫顽力条件如何表征Riccati方程的可解性。

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ON COERCIVITY AND THE FREQUENCY DOMAIN CONDITION IN INDEFINITE LQ-CONTROL

We introduce a coercivity condition as a time domain analogue of the frequency criterion provided by the famous Kalman-YakubovichPopov lemma. For a simple stochastic linear quadratic control problem we show how the coercivity condition characterizes the solvability of Riccati equations.

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来源期刊

Annals of the Academy of Romanian Scientists: Series on Mathematics and its Applications Mathematics-Mathematics (all)

CiteScore

0.60

自引率

0.00%

发文量

审稿时长

25 weeks

期刊介绍： The journal Mathematics and Its Applications is part of the Annals of the Academy of Romanian Scientists (ARS), in which several series are published. Although the Academy is almost one century old, due to the historical conditions after WW2 in Eastern Europe, it is just starting with 2006 that the Annals are published. The Editor-in-Chief of the Annals is the President of ARS, Prof. Dr. V. Candea and Academician A.E. Sandulescu (†) is his deputy for this domain. Mathematics and Its Applications invites publication of contributed papers, short notes, survey articles and reviews, with a novel and correct content, in any area of mathematics and its applications. Short notes are published with priority on the recommendation of one of the members of the Editorial Board and should be 3-6 pages long. They may not include proofs, but supplementary materials supporting all the statements are required and will be archivated. The authors are encouraged to publish the extended version of the short note, elsewhere. All received articles will be submitted to a blind peer review process. Mathematics and Its Applications has an Open Access policy: all content is freely available without charge to the user or his/her institution. Users are allowed to read, download, copy, distribute, print, search, or link to the full texts of the articles in this journal without asking prior permission from the publisher or the author. No submission or processing fees are required. Targeted topics include : Ordinary and partial differential equations Optimization, optimal control and design Numerical Analysis and scientific computing Algebraic, topological and differential structures Probability and statistics Algebraic and differential geometry Mathematical modelling in mechanics and engineering sciences Mathematical economy and game theory Mathematical physics and applications.