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

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