Question 22.2: Consider the scalar system x(t) = ax(t) + u(t) (22.5.3) and ...
Consider the scalar system
\dot{x}(t)=ax(t)+u(t) (22.5.3)
and the cost function
J=\psi _{f}x(t_{f})^{2}+\int_{0}^{t_{f}}{(\psi x(t)^{2}+u(t)^{2})dt} (22.5.4)
22.2.1 Discuss this optimal control problem in the light of Lemma 22.1 and Lemma
22.2.
22.2.2 Discuss the convergence of the solutions of the CTDRE to P^{s}_{\infty } .
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