• DocumentCode
    801048
  • Title

    Variational calculus for descriptor problems

  • Author

    Jonckheere, Edmond

  • Author_Institution
    Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA
  • Volume
    33
  • Issue
    5
  • fYear
    1988
  • fDate
    5/1/1988 12:00:00 AM
  • Firstpage
    491
  • Lastpage
    495
  • Abstract
    The first-order, necessary condition for optimality is derived from a variational argument that involves an ad hoc modification of the Bliss method, resulting in a Hamiltonian characterization in terms of Edx,dt, rather than dx/dt, the former being smoother than the latter. This approach sidesteps the regularity conditions of the Lagrange multiplier theory. Under some mild assumptions, the necessary condition for optimality is also sufficient and the optimal control exists. The numerically relevant result is a generalized eigenvector, inverse-free characterization of optimality
  • Keywords
    eigenvalues and eigenfunctions; optimal control; optimisation; variational techniques; Bliss method; Hamiltonian characterization; Lagrange multiplier; descriptor linear quadratic problems; eigenvector; necessary condition; optimal control; optimality; performance index; variational calculus; Asymptotic stability; Automatic control; Calculus; Control system synthesis; Control systems; Feedback control; Linear systems; Nonlinear control systems; State feedback; Uncertain systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.1236
  • Filename
    1236