Singular optimal control: The linearquadratic problem

From MaRDI portal
Publication:1243468

zbMath0371.49002MaRDI QIDQ1243468

Brian D. O. Anderson, David J. Clements

Publication date: 1978

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)




Related Items (33)

A Kalman decomposition for possibly controllable uncertain linear systemsNew approach to model validation and fault diagnosisModel validation for robust control of uncertain systems with an integral quadratic constraintSensitivity analysis for parametric control problems with control-state constraintsLur'e equations and even matrix pencilsRobust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertaintySecond order optimality conditions for optimal control problems on Riemannian manifoldsTime-inconsistent stochastic linear-quadratic control problem with indefinite control weight costsPointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General CaseAsymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbancesIndefinite LQ problem for irregular singular systemsThe regulator problem with indefinite quadratic cost for boundary control systems: the finite horizon caseSecond-order conditions and constraint qualifications in stability and sensitivity analysis of solutions to optimization problems in Hilbert spacesOptimal control for linear systems with state equality constraintsPointwise second-order necessary conditions for optimal control problems evolved on Riemannian manifoldsSolution of the state feedback singular \(H^\infty\) control problem for linear time-varying systemsSuboptimal solution of a cheap control problem for linear systems with multiple state delaysThe problem of optimal robust Kalman state estimation via limited capacity digital communication channelsMinimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axisEmploying the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time caseA Riccati equation approach to the singular LQG problemThe Lagrange-Newton method for nonlinear optimal control problemsThe Kalman-Yakubovich-Popov inequality for differential-algebraic systemsRevisit of linear-quadratic optimal controlHigher-order local approximations of smooth control systems and pointwise higher-order optimality conditionsMinimization of degenerate integral quadratic functionalsGeneralized solutions for singular optimal control problemsIndefinite abstract splines with a quadratic constraintThe difference and unity of irregular LQ control and standard LQ control and its solutionPointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control ConstraintThe Kalman-Yakubovich-Popov theorem for stabilizable hyperbolic boundary control systemsRobust state estimation for a class of uncertain time-delay systems.Second-Order Necessary Conditions for Stochastic Optimal Control Problems




This page was built for publication: Singular optimal control: The linearquadratic problem