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This paper studies the classic linear quadratic regulation (LQR) problem for both continuous-time and discrete-time systems with multiple input delays. For discrete-time systems, the LQR problem for systems with single input delay has been studied in existing literature, whereas a solution to the multiple input delay case is not known to our knowledge. For continuous-time systems with multiple input...
This paper studies the problem of H ~ prediction for linear continuous-time systems. By developing a new method of characterizing the innovation process and applying a novel innovation analysis approach in Krein space, a necessary and sufficient condition for the existence of a finite horizon H ~ predictor is derived. The solution to the H ~ prediction is given in terms of...
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