Linear quadratic optimal control for discrete descriptor systems

Mantas, GP; Krikelis, NJ

dc.contributor.author	Mantas, GP	en
dc.contributor.author	Krikelis, NJ	en
dc.date.accessioned	2014-03-01T01:07:31Z
dc.date.available	2014-03-01T01:07:31Z
dc.date.issued	1989	en
dc.identifier.issn	0022-3239	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/10040
dc.subject	descriptor systems	en
dc.subject	discrete systems	en
dc.subject	Optimal control	en
dc.subject	singular systems	en
dc.subject.classification	Operations Research & Management Science	en
dc.subject.classification	Mathematics, Applied	en
dc.title	Linear quadratic optimal control for discrete descriptor systems	en
heal.type	journalArticle	en
heal.identifier.primary	10.1007/BF00962798	en
heal.identifier.secondary	http://dx.doi.org/10.1007/BF00962798	en
heal.language	English	en
heal.publicationDate	1989	en
heal.abstract	The present paper deals with the investigation of the linear quadratic optimal control problem for the discrete-time descriptor systems Exk+1=Axk+Buk, where E is in general a singular matrix and the system structure is in general noncausal. The problem is considered in its general form, having singular cost matrices and cross-weighting term in the cost functional. The key idea for the solution approach is the use of the Weierstrass theorem for regular pencils, combined with a suitable permutation transformation, to form a base for the image of E. The optimization problem is solved by forcing causality to the Hamiltonian equations, which are produced by considering the entire N-stage process as a large system of linear equations. The feedback gain matrix is obtained as a manifold which is generated by the intersection of two other manifolds. © 1989 Plenum Publishing Corporation.	en
heal.publisher	Kluwer Academic Publishers-Plenum Publishers	en
heal.journalName	Journal of Optimization Theory and Applications	en
dc.identifier.doi	10.1007/BF00962798	en
dc.identifier.isi	ISI:A1989U691700004	en
dc.identifier.volume	61	en
dc.identifier.issue	2	en
dc.identifier.spage	221	en
dc.identifier.epage	245	en