Some properties referring to the weight selection in the LQ optimal problem

  • Authors:
  • Corneliu Botan;Florin Ostafi

  • Affiliations:
  • Dept. of Automatic Control and Industrial Informatics, "Gh. Asachi" Technical University of Iasi, Iasi, Romania;Dept. of Automatic Control and Industrial Informatics, "Gh. Asachi" Technical University of Iasi, Iasi, Romania

  • Venue:
  • ICAI'08 Proceedings of the 9th WSEAS International Conference on International Conference on Automation and Information
  • Year:
  • 2008

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Abstract

The paper establishes some properties referring the linear quadratic (LQ) optimal problem in continuous time-variant case. The established properties are useful especially for the weight selection in the adopted performance index. A connection between the problems with finite and infinite final time is indicated. Some illustrative examples are given.