The quadratic tracking problem for systems with persistent memory in $\zzr^d$

Fuente: arXiv
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Autore principale: Pandolfi, Luciano
Natura: Preprint
Pubblicazione: 2024
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author Pandolfi, Luciano
author_facet Pandolfi, Luciano
contents The classical quadratic regulator problem has rarely been studied for systems with persistent memory until recent times. In this paper we study the quadratic tracking problem on a \emph{ finite time horizon} for a system described by a controlled linear Volterra integrodifferential equation in $\zzr^d$. We use the Fredholm equation approach and we derive the synthesis of the optimal control in terms of a Riccati differential equation, independent of the reference signal, and of two equations which instead depend on the reference signal. In the final section we introduce a representation of the system in a state space \emph{of finite memory } (as the tracking problem under study) and we show that the equations used in the synthesis can be formulated as a differential system in this space. This fact has to be contrasted with the semigroup approach which requires that the system be recasted in a space of infinite memory.
format Preprint
id arxiv_https___arxiv_org_abs_2404_04117
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The quadratic tracking problem for systems with persistent memory in $\zzr^d$
Pandolfi, Luciano
Optimization and Control
49J99, 45D05
The classical quadratic regulator problem has rarely been studied for systems with persistent memory until recent times. In this paper we study the quadratic tracking problem on a \emph{ finite time horizon} for a system described by a controlled linear Volterra integrodifferential equation in $\zzr^d$. We use the Fredholm equation approach and we derive the synthesis of the optimal control in terms of a Riccati differential equation, independent of the reference signal, and of two equations which instead depend on the reference signal. In the final section we introduce a representation of the system in a state space \emph{of finite memory } (as the tracking problem under study) and we show that the equations used in the synthesis can be formulated as a differential system in this space. This fact has to be contrasted with the semigroup approach which requires that the system be recasted in a space of infinite memory.
title The quadratic tracking problem for systems with persistent memory in $\zzr^d$
topic Optimization and Control
49J99, 45D05
url https://arxiv.org/abs/2404.04117