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

DOI10.1016/J.SYSCONLE.2016.02.018MaRDI QIDQ288907zbMATH OpenOpenAlexFDO

Authors Augusto Ferrante, Lorenzo Ntogramatzidis

Publication date 27 May 2016

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

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

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)

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.

Recommendations

• The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
• Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
• On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions
• Regularity and singularity in linear-quadratic control subject to implicit continuous-time systems
• scientific article; zbMATH DE number 5982329

Cites work

• scientific article; zbMATH DE number 17733 (Why is no real title available?)
• A new approach to the cheap LQ regulator exploiting the geometric properties of the Hamiltonian system
• A nine-fold canonical decomposition for linear systems
• Cheap and singular controls for linear quadratic regulators
• Control theory for linear systems
• Generalized continuous-time Riccati theory
• Singular LQ Control, Optimal PD Controller and Inadmissible Initial Conditions
• Singular Optimal Control: A Geometric Approach
• System structure and singular control
• The Extended Symplectic Pencil and the Finite-Horizon LQ Problem With Two-Sided Boundary Conditions
• The discrete algebraic Riccati equation and linear matrix inequality
• The generalised discrete algebraic Riccati equation in linear-quadratic optimal control
• The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control

Cited in

(11)

• A general approach to the eigenstructure assignment for reachability and stabilizability subspaces
• scientific article; zbMATH DE number 27328 (Why is no real title available?)
• Optimal robot-environment interaction using inverse differential Riccati equation
• 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
• Optimistic value model of indefinite LQ optimal control for discrete-time uncertain systems
• 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
• On the positive LQ-problem for linear continuous-time systems

This page was built for publication: Continuous-time singular linear-quadratic control: necessary and sufficient conditions for the existence of regular solutions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q288907)