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    Continuous-time singular linear-quadratic control: Necessary and sufficient conditions for the existence of regular solutions

    240218_240218.pdf (179.3Kb)
    Access Status
    Open access
    Authors
    Ferrante, A.
    Ntogramatzidis, Lorenzo
    Date
    2016
    Type
    Journal Article
    
    Metadata
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    Citation
    Ferrante, A. and Ntogramatzidis, L. 2016. Continuous-time singular linear-quadratic control: Necessary and sufficient conditions for the existence of regular solutions. Systems and Control Letters. 93: pp. 30-34.
    Source Title
    Systems and Control Letters
    DOI
    10.1016/j.sysconle.2016.02.018
    ISSN
    0167-6911
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/15322
    Collection
    • Curtin Research Publications
    Abstract

    The purpose of this paper is to provide a full understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of the vast literature on LQ problems, only recently a sufficient condition for the existence of a non-impulsive optimal control has for the first time connected this equation with the singular LQ optimal control problem. In this paper, we establish four equivalent conditions providing a complete picture that connects the singular LQ problem with the constrained generalized continuous algebraic Riccati equation and with the geometric properties of the underlying system.

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