TY - JOUR T1 - Commutant Lifting for Optimal Control of Time-Varying Systems AU - Liu , Liu AU - Lu , Yufeng JO - Communications in Mathematical Research VL - 3 SP - 252 EP - 264 PY - 2021 DA - 2021/05 SN - 28 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/cmr/19048.html KW - optimal control, four block problem, commutant lifting, time-varying, nest algebra. AB -
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.