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.
|Place of Publication||Eindhoven|
|Publisher||Technische Universiteit Eindhoven|
|Number of pages||48|
|Publication status||Published - 1987|