Some properties referring to the weight selection in the LQ optimal problem
Corneliu Boțan, Florin Ostafi · International Conference on Information and Automation · 2008
The paper establishes some properties referring the linear quadratic (LQ) optimal problem in continuous time-variant case. The established properties are useful especially for the weight selection in the adopted performance index. A connection between the problems with finite and infinite final time is indicated. Some illustrative examples are given.