PDF-SolutionoftheInverseProblemofLinearOptimalControlwithPositivenessCondi

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Settingt1t0t2tfPtfFitisseenthatJxTt0Pt0xt0sincethe naltermisnonnegativeNotealsothatonsettingt2tfanduDxitfollowsthatifQCandF0thenPt10forallt1tfbecausetheleftsideisnonnegativeAlsomul

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