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 language | English |
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Place of Publication | Eindhoven |
Publisher | Technische Universiteit Eindhoven |
Number of pages | 48 |
Publication status | Published - 1987 |
Publication series
Name | Memorandum COSOR |
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Volume | 8714 |
ISSN (Print) | 0926-4493 |