Publication detail

OPTIMALITY CONDITIONS FOR SCALAR LINEAR DIFFERENTIAL SYSTEM

DEMCHENKO, H.

Original Title

OPTIMALITY CONDITIONS FOR SCALAR LINEAR DIFFERENTIAL SYSTEM

Type

conference paper

Language

English

Original Abstract

In the contribution, for scalar linear differential system $$\frac{dx(t)}{dt}= Ax(t) +Bu(t),$$ where $A \in R^{n×n}$, $B \in R^{n×m}$, $x(t) \in R^n$ and $u(t) \in R^m$ is a control function, a problem of minimizing a function $$I[x(t),u(t)] =\int _t_0 ^ \infty (x^T(t)Cx(t) + u^T(t)Du(t))dt,$$ where $C \in R^{n×n}$ is a symmetric, positive definite matrix and $D$ is a diagonal control matrix, $D = diag{d_j}$, $d_j > 0$, $j = 1,...,m$, is considered. To solve the problem, Malkin’s approach and Lyapunov’s second method are utilized.

Keywords

optimization problem, control function, Lyapunov function.

Authors

DEMCHENKO, H.

Released

27. 4. 2017

Publisher

Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologií

Location

Brno

ISBN

978-80-214-5496-5

Book

Proceedings of the 23nd Conference STUDENT EEICT 2017

Edition number

1

Pages from

629

Pages to

633

Pages count

5

URL

http://eeict.feec.vutbr.cz/2017/sbornik/EEICT_2017-sbornik-komplet-2.pdf

BibTex

@inproceedings{BUT142611,
  author="Hanna {Demchenko}",
  title="OPTIMALITY CONDITIONS FOR SCALAR LINEAR DIFFERENTIAL SYSTEM",
  booktitle="Proceedings of the 23nd Conference STUDENT EEICT 2017",
  year="2017",
  number="1",
  pages="629--633",
  publisher="Vysoké učení technické v Brně, Fakulta elektrotechniky a komunikačních technologií",
  address="Brno",
  isbn="978-80-214-5496-5",
  url="http://eeict.feec.vutbr.cz/2017/sbornik/EEICT_2017-sbornik-komplet-2.pdf"
}