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: | , |
|---|---|
| Format: | Journal Article |
| Published: |
Pergamon Press
2018
|
| Online Access: | http://hdl.handle.net/20.500.11937/68719 |
| _version_ | 1848761873373069312 |
|---|---|
| author | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_facet | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_sort | Ferrante, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | © 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 equation in terms of the solutions of a reduced-order standard Riccati equation. This result is used to provide a solution to the singular LQ problem with closed-loop stability in the case when the allowed controls are restricted to be regular for any initial condition. |
| first_indexed | 2025-11-14T10:38:35Z |
| format | Journal Article |
| id | curtin-20.500.11937-68719 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:38:35Z |
| publishDate | 2018 |
| publisher | Pergamon Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-687192018-07-12T02:06:22Z On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions Ferrante, A. Ntogramatzidis, Lorenzo © 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 equation in terms of the solutions of a reduced-order standard Riccati equation. This result is used to provide a solution to the singular LQ problem with closed-loop stability in the case when the allowed controls are restricted to be regular for any initial condition. 2018 Journal Article http://hdl.handle.net/20.500.11937/68719 10.1016/j.automatica.2018.04.034 Pergamon Press restricted |
| spellingShingle | Ferrante, A. Ntogramatzidis, Lorenzo On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions |
| title | On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions |
| title_full | On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions |
| title_fullStr | On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions |
| title_full_unstemmed | On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions |
| title_short | On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions |
| title_sort | on the reduction of the continuous-time generalized algebraic riccati equation: an effective procedure for solving the singular lq problem with smooth solutions |
| url | http://hdl.handle.net/20.500.11937/68719 |