All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost

A.H.W. Geerts

    Research output: Book/ReportReportAcademic

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    Abstract

    The singular linear-quadratic control problem without stability is solved by means of a generalized dual structure algorithm in order to generate all optimal inputs. Funhermore it is shown that the optimal cost can be interpreted as the smallest non-negative rank minimizing solution of a certain matrix inequality, the so-called dissipation inequality.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages48
    Publication statusPublished - 1987

    Publication series

    NameMemorandum COSOR
    Volume8714
    ISSN (Print)0926-4493

    Fingerprint

    Linear Quadratic Problem
    Singular Problems
    Optimal Control
    Linear Quadratic Control
    Costs
    Matrix Inequality
    Dissipation
    Control Problem
    Non-negative
    Interpretation

    Cite this

    Geerts, A. H. W. (1987). All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost. (Memorandum COSOR; Vol. 8714). Eindhoven: Technische Universiteit Eindhoven.
    Geerts, A.H.W. / All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost. Eindhoven : Technische Universiteit Eindhoven, 1987. 48 p. (Memorandum COSOR).
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    Geerts, AHW 1987, All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost. Memorandum COSOR, vol. 8714, Technische Universiteit Eindhoven, Eindhoven.

    All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost. / Geerts, A.H.W.

    Eindhoven : Technische Universiteit Eindhoven, 1987. 48 p. (Memorandum COSOR; Vol. 8714).

    Research output: Book/ReportReportAcademic

    TY - BOOK

    T1 - All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost

    AU - Geerts, A.H.W.

    PY - 1987

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    AB - The singular linear-quadratic control problem without stability is solved by means of a generalized dual structure algorithm in order to generate all optimal inputs. Funhermore it is shown that the optimal cost can be interpreted as the smallest non-negative rank minimizing solution of a certain matrix inequality, the so-called dissipation inequality.

    M3 - Report

    T3 - Memorandum COSOR

    BT - All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost

    PB - Technische Universiteit Eindhoven

    CY - Eindhoven

    ER -

    Geerts AHW. All optimal controls for the singular linear-quadratic problem without stability : a new interpretation of the optimal cost. Eindhoven: Technische Universiteit Eindhoven, 1987. 48 p. (Memorandum COSOR).