Unformatted text preview: interval [0 ,T ] . This corresponds to a ﬁnite-horizon LQP as done in class and the notes. The condition k G k L 2 [0 ,T ]-induced < γ is equivalent to the existence of a solution to a scalar diﬀerential Ricatti equation over the interval [0 ,T ] . Such scalar equations are analytically solvable (e.g. see wikipedia entry or use your solution to problem 1 above) 3. TBA 1...
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This note was uploaded on 03/23/2009 for the course ME 254 taught by Professor Bamieh during the Winter '09 term at UCSB.
- Winter '09