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

A.H.W. Geerts

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    Samenvatting

    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.
    Originele taal-2Engels
    Plaats van productieEindhoven
    UitgeverijTechnische Universiteit Eindhoven
    Aantal pagina's48
    StatusGepubliceerd - 1987

    Publicatie series

    NaamMemorandum COSOR
    Volume8714
    ISSN van geprinte versie0926-4493

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    Citeer dit

    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.