Singular optimal control: The linearquadratic problem

zbMATH Open0371.49002MaRDI QIDQ1243468FDOQ1243468

Authors: D. J. Clements, Brian D. O. Anderson 

Publication date: 1978

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

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Numerical methods in optimal control (49M99)

Cited In (33)

• Lur'e equations and even matrix pencils
• Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs
• Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case
• Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis
• Minimization of degenerate integral quadratic functionals
• Suboptimal solution of a cheap control problem for linear systems with multiple state delays
• Higher-order local approximations of smooth control systems and pointwise higher-order optimality conditions
• Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty
• The difference and unity of irregular LQ control and standard LQ control and its solution
• Sensitivity analysis for parametric control problems with control-state constraints
• Generalized solutions for singular optimal control problems
• Robust state estimation for a class of uncertain time-delay systems.
• The Kalman-Yakubovich-Popov inequality for differential-algebraic systems
• Model validation for robust control of uncertain systems with an integral quadratic constraint
• Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint
• The Kalman-Yakubovich-Popov theorem for stabilizable hyperbolic boundary control systems
• Second order optimality conditions for optimal control problems on Riemannian manifolds
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems
• New approach to model validation and fault diagnosis
• Optimal control for linear systems with state equality constraints
• A Riccati equation approach to the singular LQG problem
• Indefinite abstract splines with a quadratic constraint
• Second-order conditions and constraint qualifications in stability and sensitivity analysis of solutions to optimization problems in Hilbert spaces
• The problem of optimal robust Kalman state estimation via limited capacity digital communication channels
• Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case
• Pointwise second-order necessary conditions for optimal control problems evolved on Riemannian manifolds
• Solution of the state feedback singular \(H^\infty\) control problem for linear time-varying systems
• Indefinite LQ problem for irregular singular systems
• Revisit of linear-quadratic optimal control
• Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances
• The regulator problem with indefinite quadratic cost for boundary control systems: the finite horizon case
• A Kalman decomposition for possibly controllable uncertain linear systems
• The Lagrange-Newton method for nonlinear optimal control problems

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