Title :
Matrix inequality solution to linear-quadratic singular control problems
Author :
Clements, David J. ; Anderson, Brian D O ; Moylan, Peter J.
Author_Institution :
University of New South Wales, Kensington, N.S.W., Australia
fDate :
2/1/1977 12:00:00 AM
Abstract :
The existence of a solution to a linear-quadratic singular control problem is equivalent to the existence of a solution to a certain matrix inequality. This paper studies an approach to solving the inequality, and identifies the maximal solution of the inequality as defining the performance index infimum for the control problem.
Keywords :
Australia; Controllability; Costs; Linear matrix inequalities; Performance analysis; Riccati equations; Sufficient conditions; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101403