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The linear quadratic optimal control problem for linear descriptor systems with variable coefficients

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Abstract

We study linear quadratic optimal control problems for linear variable coefficient descriptor systems. Generalization from the case of standard control problems leads to several difficulties. We discuss a behavioral approach that solves some of these difficulties. Furthermore, an analysis of general rectangular systems is given and generalized Euler-Lagrange equations and Riccati differential algebraic equations are discussed.

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Authors and Affiliations

  1. Fachbereich Mathematik, Carl von Ossietzky Universität Oldenburg, Postfach 2503, D-26111, Oldenburg, Germany

    Peter Kunkel

  2. Fakultät für Mathematik, Technische Universität Chemnitz, D-09107, Chemnitz, Germany

    Volker Mehrmann

Authors
  1. Peter Kunkel
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  2. Volker Mehrmann
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Additional information

Supported by DFG Research Grant Me 790/5-2 Differentiell-algebraische Gleichungen.

Supported by DFG Research Grant Me 790/5-2 Differentiell-algebraische Gleichungen.

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Kunkel, P., Mehrmann, V. The linear quadratic optimal control problem for linear descriptor systems with variable coefficients. Math. Control Signal Systems 10, 247–264 (1997). https://doi.org/10.1007/BF01211506

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  • DOI: https://doi.org/10.1007/BF01211506

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