LQ optimal control for 2D Roesser models of finite extent

Abstract

This paper investigates several aspects of linear-quadratic (LQ) optimal control for Roesser models over a two-dimensional (2D) signal-index set of finite extent. First, we consider the characterisation and computation of open-loop control laws when constraints on the system semi-states are imposed at both the south-west and north-east boundaries of the frame (i.e. signal-index set) of interest; by virtue of the quarter-plane causal structure of the Roesser model, the south-west and north-east boundary conditions are analogous to initial conditions and terminal constraints, respectively. A necessary and sufficient characterisation of optimality is obtained and explicitly computable formulae ..