A stabilizing control design for general linear time varying systems is presented and analysed. The control is a state-feedback law with gains determined by a standard method employed in optimal regulator problems. The considered cost function is, however, dynamically redefined over a fixed depth horizon. The method is shown to yield a stable closed-loop system and computationally efficient recursions for the feedback gain are provided
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Kwon et al. (1983) studied this question.
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