The role of the generalised continuous algebraic Riccati equation in impulse-free continuous-time singular LQ optimal control
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.
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Ferrante, A.; Ntogramatzidis, Lorenzo (2014)The purpose of this paper is to investigate the role that the so-called constrained generalized Riccati equation plays within the context of continuous-time singular linear–quadratic (LQ) optimal control. This equation ...
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Ferrante, A.; Ntogramatzidis, Lorenzo (2018)© 2018 Elsevier Ltd. This paper presents a reduction technique for the continuous-time constrained generalized Riccati equation arising in the context of the singular Linear Quadratic (LQ) optimal control problem. This ...
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