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Journal of Optimization Theory and Applications

, Volume 140, Issue 2, pp 301–314 | Cite as

Revisit of Linear-Quadratic Optimal Control

  • M. Pachter
Article

Abstract

The classical finite-dimensional linear-quadratic optimal control problem is revisited. A new linear-quadratic control problem with linear state penalty terms but without quadratic state penalty terms, is introduced. An optimal control exists and the closed-form optimal solution is given. It is remarkable that feedback action plays no role and state information does not feature in the optimal control. The optimal cost function, rather than being quadratic, is linear in the initial state.

Keywords

Linear quadratic control Feedback control 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Department of Electrical and Computer EngineeringAir Force Institute of Technology, AFIT/ENGWright-Patterson Air Force BaseUSA

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