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• W3208266110 abstract "In this paper, the inverse linear quadratic (LQ) problem over finite time-horizon is studied. Given the output observations of a dynamic process, the goal is to recover the corresponding LQ cost function. Firstly, by considering the inverse problem as an identification problem, its model structure is shown to be strictly globally identifiable under the assumption of system invertibility. Next, in the noiseless case a necessary and sufficient condition is proposed for the solvability of a positive semidefinite weighting matrix and its unique solution is obtained with two proposed algorithms under the condition of persistent excitation. Furthermore, a residual optimization problem is also formulated to solve a best-fit approximate cost function from sub-optimal observations. Finally, numerical simulations are used to demonstrate the effectiveness of the proposed methods." @default.
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• W3208266110 date "2021-10-01" @default.
• W3208266110 modified "2023-10-17" @default.
• W3208266110 title "Identifiability and Solvability in Inverse Linear Quadratic Optimal Control Problems" @default.
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• W3208266110 doi "https://doi.org/10.1007/s11424-021-1245-3" @default.
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