On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions

On the reduction of the continuous-time generalized algebraic Riccati equation: An effective... 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Automatica Elsevier

On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions

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Publisher
Elsevier
Copyright
Copyright © 2018 Elsevier Ltd
ISSN
0005-1098
D.O.I.
10.1016/j.automatica.2018.04.034
Publisher site
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Abstract

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.

Journal

AutomaticaElsevier

Published: Jul 1, 2018

References

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