论文标题
关于无限LQ控制中的强制性和频域条件
On Coercivity and the Frequency Domain Condition in Indefinite LQ-Control
论文作者
论文摘要
我们引入了一种固定条件,作为著名的Kalman-Yakubovich-Popov引理提供的频率标准的时域类似物。对于一个简单的随机线性二次控制问题,我们显示了强制性条件如何表征riccati方程的溶解度。
We introduce a coercivity condition as a time domain analogue of the frequency criterion provided by the famous Kalman-Yakubovich-Popov lemma. For a simple stochastic linear quadratic control problem we show how the coercivity condition characterizes the solvability of Riccati equations.