The linear-quadratic optimal regulator for descriptor systems

@article{Bender1985TheLO,
  title={The linear-quadratic optimal regulator for descriptor systems},
  author={Douglas J. Bender and Alan J. Laub},
  journal={1985 24th IEEE Conference on Decision and Control},
  year={1985},
  pages={957-962}
}
In this paper we investigate the linear-quadratic optimal regulator problem for the continuous-time descriptor system Ex = Ax + Bu where E is, in general, a singular matrix. The infinite-horizon version of this problem was previously solved by Cobb [5] by a quite different approach. We solve a somewhat more general finite-horizon problem by applying Hamiltonian minimization to derive the optimal trajectory of the vector consisting of the concatenated descriptor, codescriptor, and control… CONTINUE READING
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Contributions to the Theory of Optimal Control , " m

A. J. Laub
. Soc . M e z . Math . ( Ser . 2 ) • 1984

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