On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions
© 2018 Elsevier Ltd. This paper presents a reduction technique for the continuous-time constrained generalized Riccati equation arising in the context of the singular Linear Quadratic (LQ) optimal control problem. This technique allows to express the solutions of the constrained generalized Riccati...
| Main Authors: | , |
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| Format: | Journal Article |
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Pergamon Press
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/68719 |