hw4 - LTI system ˙ x t = Ax t Bu t y t = Cx t The...

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ME/ECE859-Spring 2008 Homework 4, Due date: 2/11/08 Monday 1. Exercise 4.17 of the textbook. 2. Exercise 4.23 of the textbook. When Q = C T C , the control u ( t ) = - R - 1 B T Px ( t ) can be considered as the stationary Linear Quadratic (LQ) optimal state feedback control for the
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Unformatted text preview: LTI system: ˙ x ( t ) = Ax ( t ) + Bu ( t ) , y ( t ) = Cx ( t ) . The associated performance cost is J = 1 2 i ∞ x T ( t ) Qx ( t ) + u T ( t ) Ru ( t ) dt = 1 2 i ∞ y T ( t ) y ( t ) + u T ( t ) Ru ( t ) dt. 1...
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