Continuous-time singular linear-quadratic control: necessary and sufficient conditions for the existence of regular solutions

DOI10.1016/J.SYSCONLE.2016.02.018zbMATH Open1336.49040arXiv1404.1667OpenAlexW2963811826MaRDI QIDQ288907FDOQ288907

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 27 May 2016

Published in: Systems \& Control Letters (Search for Journal in Brave)

Abstract: The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of the vast literature on LQ problems, it is only in a recent paper that a sufficient condition for the existence of a non-impulsive optimal control has for the first time connected this equation with the singular LQ optimal control problem. In this paper, we establish four equivalent conditions providing a complete picture that connects the singular LQ problem with the generalized continuous algebraic Riccati equation and with the geometric properties of the underlying system.

Full work available at URL: https://arxiv.org/abs/1404.1667

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zbMATH Keywords

regular solutionsRiccati equationssingular LQ problem

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear-quadratic optimal control problems (49N10)

Cites Work

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Cited In (10)

• A general approach to the eigenstructure assignment for reachability and stabilizability subspaces
• Optimal robot-environment interaction using inverse differential Riccati equation
• Title not available (Why is that?)
• Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems
• Optimal Singular LQR Problem: A PD Feedback Solution
• The linear quadratic regulator for periodic hybrid systems
• The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system
• A Riccati equation approach to the singular LQG problem
• On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions
• Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems

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