The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
MetadataShow full item record
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 has been defined following the analogy with the discrete-time setting. However, while in the discrete-time case the connections between this equation and the linear–quadratic optimal control problem have been thoroughly investigated, to date very little is known on these connections in the continuous-time setting. This note addresses this point. We show, in particular, that when the continuous-time constrained generalized Riccati equation admits a solution, the corresponding linear–quadratic problem admits an impulse-free optimal control. We also address the corresponding infinite-horizon LQ problem for which we establish a similar result under the additional constraint that there exists a control input for which the cost index is finite.
Showing items related by title, author, creator and subject.
The role of the generalised continuous algebraic Riccati equation in impulse-free continuous-time singular LQ optimal controlFerrante, A.; Ntogramatzidis, Lorenzo (2013)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 ...
Zhou, Jingyang (2011)In this thesis, we deal with several optimal guidance and control problems of the spacecrafts arising from the study of lunar exploration. The research is composed of three parts: 1. Optimal guidance for the lunar module ...
Ferrante, A.; Ntogramatzidis, Lorenzo (2017)© 2017 Three hundred years have passed since Jacopo Francesco Riccati analyzed a quadratic differential equation that would have been of crucial importance in many fields of engineering and applied mathematics. Indeed, ...