On linear-quadratic optimal regulator for continuous-time descriptor system

Author

Xu, H. ; Mizukami, K.

Author_Institution

Graduate Sch. of Eng., Hiroshima Univ., Japan

fYear

1992

fDate

1992

Firstpage

987

Abstract

An approach to dealing with the linear-quadratic optimal control problems for the continuous-time descriptor systems is proposed. A Riccati equation with a new form is established through the use of the necessary conditions for the optimal control. Unlike the existing approaches, transformation to the Riccati equation is made directly to find its solution. The sufficient conditions for the existence of the unique solution of the Riccati equation are found. The solution of the Riccati equation is then used in the construction of the optimal control strategies. It is believed that the full-order Riccati equation derived here may have some relation to the dynamic programming theory for the descriptor system

Keywords

control system analysis; dynamic programming; optimal control; Riccati equation; continuous-time descriptor system; control strategies; dynamic programming theory; linear-quadratic optimal regulator; Boundary conditions; Dynamic programming; Game theory; Optimal control; Regulators; Riccati equations; State-space methods; Sufficient conditions; Symmetric matrices; Time of arrival estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.371574

Filename

371574