A behavioral approach to the LQ optimal control problem

This paper aims at providing new insights into the linear quadratic optimization problem within the behavioral setting. A new problem statement is introduced and the corresponding solution, which allows to easily compute the optimal trajectories from the given data, is derived and discussed in some detail. A comparison with the standard LQ problem in the state-space approach is provided. Some examples allow to further explore the relevance of the present approach for the class of state-space models