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The role of the generalised continuous algebraic Riccati equation in impulse-free continuous-time singular LQ optimal control

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Authors
Ferrante, A.
Ntogramatzidis, Lorenzo
Date
2013
Type
Conference Paper

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Ferrante, Augusto and Ntogramatzidis, Lorenzo. 2013. The role of the generalised continuous algebraic Riccati equation in impulse-free continuous-time singular LQ optimal control, in Serani, A. (ed), 52nd IEEE Conference on Decision and Control, Dec 10-13 2013, pp. 6458-6462. Florence, Italy: IEEE.
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52nd IEEE Conference on Decision and Control
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52nd IEEE Conference on Decision and Control
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Abstract

In this paper the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control is analysed. To date, the importance of the continuous-time generalised Riccati equation in the context of optimal control has not been understood. This note addresses this point. We show in particular that when the continuous-time (constrained) generalised Riccati equation admits a symmetric solution, the corresponding linear-quadratic (LQ) problem admits an impulse-free optimal control.