Introduction to matrix analysis (2nd ed.)
Introduction to matrix analysis (2nd ed.)
| Hi-index | 22.14 |
Lower bounds for linear optimal regulators with quadratic cost functional are derived, explicitly containing information pertaining to some parameters of the system, e.g. the weighting matrices of the quadratic cost. If the optimal solution is not available, but rather a sub-optimal design is known, these bounds provide a means for estimating how close a sub-optimal design is to the optimal one, without having to actually calculate the latter. Being explicit in terms of the system parameters, these bounds enable the ranking of the various sub-optimal designs in terms of these parameters.