Equivalent Conditions for the Solvability of the Infinite-Dimensional LQ-Problemwith Unbounded Input and Output Operators

摘要

Equivalent conditions for the solvability of the infinite horizon LQ (LinearQuadratic) problem with stability for a class of infinite dimensional systems with unbounded input and output operators are presented. In particular, these equivalent conditions are given in terms of a Riccati equation and a frequency domain inequality, just as in the finite dimensional case.