4
Controllability refers to the fact that some final state xl,
usually located at the origin (i.e., x 1 = 0) for convenience, could be
reached from some initial state x 0 at t by some appropriate choice
0
of u(t) £ Q (u). Thus controllability is a necessary condition for
the existence of a solution.
By Observability is meant the ability to determine the initial
state xO from observation of current data and output. Output denotes
some relation between the state and control vectors, i.e.,
y(t) a g[x(t), u(t), t]. The observability problem arises only when
output cannot be measured explicitly.
1.6 The Objective Functional
Control variables must be chosen such as to maximize or minimize
some functional (called performance index)
J = J: fo (x, u, t) dt
0
·where f is some real-valued well-behaved scalar function. If
0
(2)
-rt -rt f (x, u, t) = n(x, p)e or f = u(c) then J is the present value
0 0
of future profit (n) or consumption utility u(c) discounted at rate r.
This is a familiar economic concept.
There are three alternative ways to formulate the objective
functional (2). They are equivalent and reducible to each other. They
are:
T
J = Jt f(x,u,t) dt + S (s(T), T) (3) ·
0
vhere f and S are both assumed continuously differentiable. S(x(T), T)
is the "scrap" value function, giving the worth of the program at the
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