ABSTRACT
For system (2.1), it is desired to determine a control law uk = u(xk) which mini-
mizes the following cost functional:
V (xk) = ∞
( l(xn)+ u
) , (2.2)
whereV :Rn→R+ is a performancemeasure [13]; l :Rn→R+ is a positive semidefinite1 function weighting the performance of the state vector xk, and R :Rn →Rm×m
is a real symmetric and positive definite2 matrix weighting the control effort expen-
diture. The entries of R could be functions of the system state in order to vary the
weighting on control efforts according to the state value [13].
