On the Linear Quadratic Regulator for Descriptor Systems

  • Katayama, Tohru (Department of Applied Mathematics and Physics, Faculty of Engineering, Kyoto University) ;
  • Minamino, Katsuki (Department of Applied Mathematics and Physics, Faculty of Engineering, Kyoto University)
  • 발행 : 1992.10.01

초록

This paper deals with the linear quadratic optimal regulator problem for descriptor systems without performing a preliminary transformation for a descriptor system. We derive a generalized Riccati differential equation (GRDE) based on the two-point boundary value problem for a Hamiltonian equation. We then obtain an optimal feedback control and the optimal cost in terms of the solution of GRE. A simple example is included.

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