The l-control problem for time-varying discrete systems

This paper deals with the l²-problem for time-varying discrete systems. The problem considered is a deterministic counterpart of the well-known LQG problem. An adequate l²-seminorm for linear bounded input-output operators is introduced in order to express the optimality criterion. The solution is obtained by successively reducing the original problem to simpler ones putting in evidence the Separation Principle of the optimal controller.