Linear-quadratic control with and without stability subject to general implicit continuous-time systems: Coordinate-free interpretations of the optimal costs in terms of dissipation inequality and linear matrix inequality; existence and uniqueness of optimal controls and state trajectories (Q1329990)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear-quadratic control with and without stability subject to general implicit continuous-time systems: Coordinate-free interpretations of the optimal costs in terms of dissipation inequality and linear matrix inequality; existence and uniqueness of optimal controls and state trajectories |
scientific article |
Statements
Linear-quadratic control with and without stability subject to general implicit continuous-time systems: Coordinate-free interpretations of the optimal costs in terms of dissipation inequality and linear matrix inequality; existence and uniqueness of optimal controls and state trajectories (English)
0 references
15 August 1994
0 references
The linear quadratic control problem for the class of singular, finite- dimensional, time-invariant systems of the form \[ \begin{aligned} E\dot x(t) & = Ax(t)+ Bu(t)\\ y(t) & = Cx(t)+ Du(t),\qquad x(0)= x_ 0\in \mathbb{R}^ n\end{aligned} \] with cost functional \[ J(x_ 0, u(\cdot))= \int^ \infty_ 0 y(t)^ T y(t)dt \] is investigated. Partially, the results are also new for regular systems, i.e., \(\text{det }E\neq 0\). The optimal costs are related to a dissipation inequality and a linear matrix inequality, the latter depending on \(E\), \(A\), \(B\), \(C\), \(D\). Finally, necessary and sufficient conditions for solvability of the optimal control problem and of the optimal controls are presented.
0 references
linear quadratic control
0 references
dissipation inequality
0 references
matrix inequality
0 references
solvability
0 references
optimal control
0 references
time-invariant
0 references
continuous-time
0 references
0 references
0 references
0 references