Abstract
In this paper, an optimal control problem of the tracking system and/or the regulator system with quadratic criteria is discussed. It is assumed that some preview information from the present time t up to ta is given with respect to a command signal and/or a disturbance. The preview information is utilized to decide the optimal control.
This problem called the optimal finite preview control problem is solved for the continuous time system. The optimal finite preview control is derived as a functional of the observed state ensemble signified previously, so a physically realizable control system is constructed. At the same time an expression for the minimum cost is derived in order to evaluate the control effort and the effect of preview. From the result of the paper, it is shown that the preview is effective and also the effect of preview can be numerically evaluated.
