A note on finite-horizon LQ problems with indefinite cost

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A note on finite-horizon LQ problems with indefinite cost

This paper addresses the discrete-time finite-horizon linear quadratic (LQ) optimal control problem in the case in which the quadratic forms in the performance index are not assumed to be positive semidefinite, but only symmetric. We provide a necessary and sufficient condition for the existence of...

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Bibliographic Details
Main Authors:	Ferrante, A., Ntogramatzidis, Lorenzo
Format:	Journal Article
Published:	Pergamon Press 2015
Subjects:	Riccati difference equation Indefinite LQ problem
Online Access:	http://hdl.handle.net/20.500.11937/35138

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