LQ control of rectangular descriptor systems: numerical algorithm and existence results

DOI10.1002/OCA.950MaRDI QIDQ3098472zbMATH OpenOpenAlexFDO

Authors J. Stefanovski

Publication date 17 November 2011

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.950

zbMATH Keywords

algorithmdescriptor systemEuler-Lagrange differential equationsLQ control problem

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical optimization and variational techniques (65K10)

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• Numerical algorithms and existence results on LQ control of descriptor systems with conditions on x(0₋) and stability
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• scientific article; zbMATH DE number 1852185

Cites work

• \(H^2\) output feedback control for descriptor systems
• A structured staircase algorithm for skew-symmetric/symmetric pencils
• Feedback Solutions of Optimal Control Problems with DAE Constraints
• General matrix pencil techniques for the solution of algebraic Riccati equations: a unified approach
• Impulse controllability and observability of rectangular descriptor systems
• Index criteria for differential algebraic equations arising from linear-quadratic optimal control problems
• On Linear-Quadratic Optimal Control Problems for Time-Varying Descriptor Systems
• On the generalized algebraic Riccati equation for continuous-time descriptor systems
• Rational spectral factorization using state-space methods
• Singular LQ problem for nonregular descriptor systems
• Spectral factorization via Hermitian pencils
• The linear quadratic optimal control problem for linear descriptor systems with variable coefficients
• The linear-quadratic optimal regulator for descriptor systems
• The optimal regulation of generalized state-space systems with quadratic cost
• The robustness properties of the linear quadratic regulators for singular systems

Cited in

(13)

• Solutions of differential-algebraic equations as outputs of LTI systems: application to LQ control problems
• Stabilization for a class of rectangular descriptor systems via time delayed dynamic compensator
• Singular LQ problem for non-square descriptor systems.
• Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems
• Linear quadratic optimal control based on dynamic compensation for rectangular descriptor systems
• LQ control of descriptor systems: a spectral factorisation approach
• Numerical algorithms and existence results on LQ control of descriptor systems with conditions on x(0₋) and stability
• Alternate checking criteria for reachable controllability of rectangular descriptor systems
• Preview control for continuous-time singular stochastic systems
• Singular LQ performance with the worst initial condition and disturbance rejection for rectangular descriptor systems
• LQ control of descriptor systems by cancelling structure at infinity
• Fusion filtering for rectangular descriptor systems with stochastic bias and random observation delays under weighted try-once-discard protocol
• Solution of the control problem for a linear descriptor system with rectangular coefficient matrix

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