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Question

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

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

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

Solution

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