The quadratic tracking problem for systems with persistent memory in $\zzr^d$

Abstract

The classical quadratic regulator problem has rarely been studied for systems with persistent memory until recent times. In this paper we study the quadratic tracking problem on a \emph{ finite time horizon} for a system described by a controlled linear Volterra integrodifferential equation in $\zzr^d$. We use the Fredholm equation approach and we derive the synthesis of the optimal control in terms of a Riccati differential equation, independent of the reference signal, and of two equations which instead depend on the reference signal. In the final section we introduce a representation of the system in a state space \emph{of finite memory } (as the tracking problem under study) and we show that the equations used in the synthesis can be formulated as a differential system in this space. This fact has to be contrasted with the semigroup approach which requires that the system be recasted in a space of infinite memory.