New results in single linear quadratic optimal control

This paper focuses on the singular infinite-horizon linear quadratic (LQ) optimal control problem for continuous-time systems. In particular, we are interested in the stabilising impulse-free solutions to this problem that can be expressed as a static state feedback. In particular we establish a lin...

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Bibliographic Details
Main Authors: Ferrante, A., Ntogramatzidis, Lorenzo
Other Authors: Honglei Xu
Format: Conference Paper
Published: COC Publications 2012
Online Access:http://hdl.handle.net/20.500.11937/18664
Description
Summary:This paper focuses on the singular infinite-horizon linear quadratic (LQ) optimal control problem for continuous-time systems. In particular, we are interested in the stabilising impulse-free solutions to this problem that can be expressed as a static state feedback. In particular we establish a link between the geometric properties of the so-called Hamiltonian system associated with the optimal control problem at hand and the so-called proper deflating subspaces of the Hamiltonian matrix pencil.