Optimal control of discrete linear processes with quadratic cost
- 1 August 1978
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 9 (8) , 841-847
- https://doi.org/10.1080/00207727808941742
Abstract
A direct method 18 given for solving the optimal control problem Xk+1+ Bukk=0,,N — l with quadratic cost functional. The matrices A, B,,Q, H are all allowed to be singular. The process is not assumed to be completely controllable. The coefficients are assumed to have the property that there exists a scalar μ such that Q + B ∗( — μA∗+I)−1-μH(μ — A)−1 B is invertible.Keywords
This publication has 3 references indexed in Scilit:
- Weak Drazin inversesLinear Algebra and its Applications, 1978
- The Index and the Drazin Inverse of Block Triangular MatricesSIAM Journal on Applied Mathematics, 1977
- Applications of the Drazin Inverse to Linear Systems of Differential Equations with Singular Constant CoefficientsSIAM Journal on Applied Mathematics, 1976