Continuous-time singular linear-quadratic control: Necessary and sufficient conditions for the existence of regular solutions
The purpose of this paper is to provide a full understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of the vast literature on LQ problems, only recently a sufficient condition for th...
| Main Authors: | , |
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| Format: | Journal Article |
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Elsevier BV
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/15322 |
| Summary: | The purpose of this paper is to provide a full understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of the vast literature on LQ problems, only recently a sufficient condition for the existence of a non-impulsive optimal control has for the first time connected this equation with the singular LQ optimal control problem. In this paper, we establish four equivalent conditions providing a complete picture that connects the singular LQ problem with the constrained generalized continuous algebraic Riccati equation and with the geometric properties of the underlying system. |
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