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Using Lyapunov equation, design an optimal control law that minimizes the
performance index
∞
J=∫ ( x 1+ x 2 +u ) dt
2 2 2
ẋ= [ 00 −21 ] x +[ 01 ]u
x ( 0 )=[1 0]T
Using Riccati equation, design an optimal control law that minimizes the performance
index
∞
J=∫ ( 2 x 1 +2 u ) dt
2 2