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PDF-SolutionoftheInverseProblemofLinearOptimalControlwithPositivenessCondi PDF document

Settingt1t0t2tfPtfFitisseenthatJxTt0Pt0xt0sincethe naltermisnonnegativeNotealsothatonsettingt2tfanduDxitfollowsthatifQCandF0thenPt10forallt1tfbecausetheleftsideisnonnegativeAlsomul

Settingt1t0 t2tf P(tf)=F itisseenthatJxT(t0)P(t0)x(t0);sincethe naltermisnon-negative.Notealsothatonsettingt2tfanduDxitfollowsthatifQCandF0 thenP(t1)0forallt1tfbecausetheleftsideisnon-negative.Alsomul

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