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This paper uses the commutant lifting theorem for representations of the nest algebra to deal with the optimal control of infinite dimensional linear time-varying systems. We solve the model matching problem and a certain optimal feedback control problem, each of which corresponds with one type of four-block problem. We also obtain a new formula for the optimal performance and prove the existence of an optimal controller.
}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/19048.html} }This paper uses the commutant lifting theorem for representations of the nest algebra to deal with the optimal control of infinite dimensional linear time-varying systems. We solve the model matching problem and a certain optimal feedback control problem, each of which corresponds with one type of four-block problem. We also obtain a new formula for the optimal performance and prove the existence of an optimal controller.