This paper is concerned with the linear quadratic regulation （LQR） problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is giv...This paper is concerned with the linear quadratic regulation （LQR） problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided.展开更多
基金supported by the National Natural Science Foundation of China (No.60828006)the National Natural Science Foundation for Distinguished Young Scholars of China (No.60825304)the Major State Basic Research Development Program of China (973 Program)(No.2009cb320600)
文摘This paper is concerned with the linear quadratic regulation （LQR） problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided.
