On Coercivity and the Frequency Domain Condition in Indefinite LQ-Control
Optimization and Control
2022-09-23 v2
Abstract
We introduce a coercivity condition as a time domain analogue of the frequency criterion provided by the famous Kalman-Yakubovich-Popov lemma. For a simple stochastic linear quadratic control problem we show how the coercivity condition characterizes the solvability of Riccati equations.
Cite
@article{arxiv.2010.07401,
title = {On Coercivity and the Frequency Domain Condition in Indefinite LQ-Control},
author = {Tobias Damm and Birgit Jacob},
journal= {arXiv preprint arXiv:2010.07401},
year = {2022}
}
Comments
11 pages