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Date of Publication:2019-01-01

Journal:控制理论与应用

Volume:36

Issue:10

Page Number:1738-1744

ISSN No.:1000-8152

Abstract:This paper considers the linear quadratic regulator (LQR) optimal control problem and Kalman filtering problem for a regular state signal (s/s) system.The solvability of the optimal control problems for the regular s/s system is equivalent to that for some regular i/s/o representation of the regular s/s system.The connection on optimal future costs between the regular s/s system and some regular i/s/o representation with a nonempty resolvent set is proposed.Two examples are given to illustrate the results.

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