The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control

DOI10.1016/j.automatica.2014.02.014zbMath1421.49030arXiv1305.5312OpenAlexW2963511255MaRDI QIDQ463894

Augusto Ferrante, Lorenzo Ntogramatzidis

Publication date: 17 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5312

zbMATH Keywords

continuous-timelinear quadratic (LQ) optimal controlgeneralized discrete algebraic Riccati equationimpulse-free optimal control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Impulsive optimal control problems (49N25)

Related Items (10)

Continuous-time singular linear-quadratic control: necessary and sufficient conditions for the existence of regular solutions ⋮ Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems ⋮ The linear quadratic regulator for periodic hybrid systems ⋮ Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems ⋮ Optimal Singular LQR Problem: A PD Feedback Solution ⋮ Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle ⋮ The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system ⋮ On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions ⋮ Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control ⋮ Finite-time convergent zeroing neural network for solving time-varying algebraic Riccati equations

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