Linear-quadratic optimal control of differential-algebraic systems: the infinite time horizon problem with zero terminal state

DOI10.1137/18M1189609MaRDI QIDQ5376531zbMATH OpenOpenAlexWikidataFDO

Authors Timo Reis, Matthias Voigt

Publication date 13 May 2019

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/18m1189609

zbMATH Keywords

descriptor systemsdifferential-algebraic equationsKalman-Yakubovich-Popov inequalitylinear-quadratic optimal controlLur'e equationRiccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Existence theories for optimal control problems involving relations other than differential equations (49J21) Linear-quadratic optimal control problems (49N10) Feedback control (93B52)

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Cited in

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• Solutions of differential-algebraic equations as outputs of LTI systems: application to LQ control problems
• Minimum energy with infinite horizon: from stationary to non-stationary states
• On output stabilizability of differential-algebraic equations
• On linear-quadratic optimal control and robustness of differential-algebraic systems
• Spectral characterization and enforcement of negative imaginariness for descriptor systems
• Model predictive control for singular differential-algebraic equations
• Classical system theory revisited for turnpike in standard state space systems and impulse controllable descriptor systems
• Discounted cost linear quadratic Gaussian control for descriptor systems
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• Port-Hamiltonian representations of positive real descriptor systems
• Singular LQR optimal control of DAEs: a feedback solution

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