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Determine the optimal control signal u for the system x˙=Ax+Bu\dot{\mathbf{x}}=\mathbf{A x}+\mathbf{B} u defined by

A=[0101],B=[01]\mathbf{A}=\left[\begin{array}{rr}{0} & {1} \\ {0} & {-1}\end{array}\right], \quad \mathbf{B}=\left[\begin{array}{l}{0} \\ {1}\end{array}\right]

. Where such that the following performance index is minimized: J=0(xTx+u2)dtJ=\int_{0}^{\infty}\left(\mathbf{x}^{T} \mathbf{x}+u^{2}\right) d t

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