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“A Note on a necessary condition for optimality”

Authors: David Di Ruscio,
Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1990, Vol 11, No 2, pp. 123-125.

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Keywords: Linear optimal control, multivariable systems, pole placements, eigenvalues, control theory

Abstract: A necessary condition is derived for the optimality of a linear multivariable feedback control system with respect to a quadratic performance index of infinite settling time.

PDF PDF (287 Kb)        DOI: 10.4173/mic.1990.2.5

[1] AMIN, M.A. (1984). Further comments on ´A necessary condition for optimization in the frequency domain´, and on ´Optimization and pole placement for a single input controllable system´, International Journal of Control, 40, 863-865 doi:10.1080/00207178408933313
[2] DI RUSCIO, D. BALCHEN, J.G. (1990). A Schur method for designing LQ-optimal systems with prescribed eigenvalues, Modeling, Identification and Control, 11, 55-72 doi:10.4173/mic.1990.1.5
[3] KOUSSIOURIS, T.G. (1982). A necessary condition for optimization in the frequency domain, International Journal of Control, 36, 213-215 doi:10.1080/00207178208932887
[4] MacFARLANE, A.G.J. (1970). Two necessary conditions in the frequency domain for the optimality of a multiple-input linear control system, Proceedings IEEE, 117, 464-466.

  title={{A Note on a necessary condition for optimality}},
  author={Di Ruscio, David},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}


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