The linear quadratic optimal control problem for linear descriptor systems with variable coefficients (Q1377587)

Linear-quadratic optimal control problems for linear variable coefficient descriptor systems are studied. Several approaches are discussed, all having certain disadvantages. The most promising approach in the opinion of the authors, is to use the set of Euler-Lagrange equations directly with appropriate modification of the theory. An analysis of general rectangular systems is given and generalized Euler-Lagrange equations and Riccati differential algebraic equations are discussed. The considerations are illustrated by two examples.